+38.2%
IWM vs TROW
-38.1%
+76.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.2% | -0.5% |
| 7D | -1.1% | -1.5% | +0.4% | -0.3% |
| 30D | -3.1% | -5.3% | +2.2% | -0.3% |
| 3M | +2.2% | +2.9% | -0.7% | 0.0% |
| 6M | +15.1% | +22.2% | -7.1% | +2.3% |
| YTD | +18.6% | +8.1% | +10.5% | +12.3% |
| 1Y | +24.0% | +5.8% | +18.2% | +18.7% |
| 3Y | +63.7% | +14.0% | +49.7% | +48.1% |
| 5Y | +38.2% | -38.3% | +76.5% | +69.4% |
| All | +38.2% | -38.1% | +76.3% | +69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling