+7.3%
TROW vs IRE
-85.3%
+92.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.8% | +7.6% | 0.0% |
| 7D | -3.0% | +7.9% | -11.0% | -3.2% |
| 30D | -5.5% | +9.3% | -14.7% | -5.9% |
| 3M | +2.3% | -52.3% | +54.6% | +2.9% |
| 6M | +23.9% | -38.5% | +62.4% | +21.9% |
| YTD | +7.9% | -54.8% | +62.7% | +6.2% |
| All | +7.3% | -85.3% | +92.5% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling