+143.5%
IWM vs TROW
+122.3%
+21.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.7% |
| 7D | +1.4% | +0.5% | +0.9% | +1.2% |
| 30D | +2.3% | +9.3% | -7.1% | -2.7% |
| 3M | -8.3% | -0.9% | -7.4% | -8.0% |
| 6M | -1.3% | +8.3% | -9.7% | -6.4% |
| YTD | +13.5% | +10.6% | +2.9% | +5.9% |
| 1Y | +18.4% | +10.5% | +7.9% | +10.4% |
| 3Y | +69.6% | +36.5% | +33.1% | +39.0% |
| 5Y | +23.3% | -37.1% | +60.3% | +50.4% |
| All | +143.5% | +122.3% | +21.3% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TROW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling