+12.4%
TROW vs IRE
-97.4%
+109.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +12.1% | -12.3% | -0.4% |
| 7D | -1.7% | -15.1% | +13.5% | -1.6% |
| 30D | +6.4% | -71.4% | +77.8% | +8.3% |
| 3M | -1.5% | -81.2% | +79.7% | +0.7% |
| 6M | +8.3% | -93.7% | +102.0% | +12.0% |
| YTD | +12.4% | -92.2% | +104.6% | +13.6% |
| 1Y | +12.4% | -97.3% | +109.6% | +14.3% |
| All | +12.4% | -97.4% | +109.8% | +14.3% |
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