+690.9%
IYR vs TROW
+958.2%
-267.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.4% |
| 7D | -0.9% | -1.5% | +0.6% | -0.2% |
| 30D | -2.4% | -5.3% | +2.9% | +0.2% |
| 3M | -2.0% | +2.9% | -5.0% | -3.9% |
| 6M | +2.5% | +22.2% | -19.7% | -7.7% |
| YTD | +8.3% | +8.1% | +0.2% | +3.0% |
| 1Y | +6.5% | +5.8% | +0.6% | +1.9% |
| 3Y | +29.3% | +14.0% | +15.3% | +16.2% |
| 5Y | +5.7% | -38.3% | +43.9% | +23.4% |
| 10Y | +69.2% | +131.7% | -62.4% | -6.5% |
| All | +690.9% | +958.2% | -267.3% | +139.3% |
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