+7.4%
TROW vs IRE
-84.0%
+91.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.8% | +5.3% | -1.4% |
| 7D | -1.5% | +29.0% | -30.5% | -2.1% |
| 30D | -5.3% | +24.2% | -29.5% | -6.0% |
| 3M | +2.9% | -53.2% | +56.1% | +3.7% |
| 6M | +22.2% | -36.0% | +58.2% | +20.2% |
| YTD | +8.1% | -51.0% | +59.1% | +6.2% |
| All | +7.4% | -84.0% | +91.5% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling