+808.3%
IWM vs TROW
+1,118.6%
-310.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.8% |
| 7D | +0.1% | -1.3% | +1.4% | +0.7% |
| 30D | -1.3% | -4.5% | +3.3% | +1.0% |
| 3M | +1.6% | +3.9% | -2.3% | -0.8% |
| 6M | +13.6% | +22.6% | -9.0% | +1.9% |
| YTD | +20.8% | +10.1% | +10.6% | +14.0% |
| 1Y | +26.4% | +3.6% | +22.8% | +22.9% |
| 3Y | +60.7% | +12.4% | +48.3% | +48.5% |
| 5Y | +38.2% | -37.5% | +75.7% | +66.1% |
| 10Y | +169.5% | +130.0% | +39.5% | +64.5% |
| All | +808.3% | +1,118.6% | -310.4% | +116.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling