+756.6%
IWM vs TROW
+1,116.3%
-359.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.5% |
| 7D | +2.8% | -0.5% | +3.2% | +3.0% |
| 30D | +0.6% | +6.7% | -6.1% | -2.7% |
| 3M | -7.8% | -1.7% | -6.1% | -7.2% |
| 6M | -1.0% | +7.8% | -8.8% | -5.3% |
| YTD | +13.9% | +9.9% | +4.0% | +7.4% |
| 1Y | +15.4% | +8.7% | +6.7% | +9.5% |
| 3Y | +70.2% | +35.2% | +35.0% | +43.4% |
| 5Y | +23.7% | -37.5% | +61.1% | +48.7% |
| 10Y | +147.8% | +123.7% | +24.0% | +53.2% |
| All | +756.6% | +1,116.3% | -359.7% | +103.7% |
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