+124.8%
TROW vs IFF
-20.3%
+145.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.9% |
| 7D | -3.2% | -3.2% | 0.0% | -1.8% |
| 30D | -4.6% | -0.3% | -4.3% | -4.6% |
| 3M | -0.7% | +8.4% | -9.1% | -4.6% |
| 6M | +22.2% | +23.0% | -0.8% | +9.3% |
| YTD | +6.6% | +25.5% | -18.8% | -6.2% |
| 1Y | +5.8% | +29.1% | -23.2% | -8.6% |
| 3Y | +11.6% | +31.7% | -20.0% | -8.0% |
| 5Y | -38.9% | -35.2% | -3.7% | -30.2% |
| All | +124.8% | -20.3% | +145.1% | +122.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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