+124.8%
TROW vs IRM
+440.8%
-316.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -2.0% |
| 7D | -3.2% | -1.4% | -1.7% | -2.6% |
| 30D | -4.6% | -7.4% | +2.8% | -1.7% |
| 3M | -0.7% | -7.4% | +6.7% | +2.0% |
| 6M | +22.2% | +8.7% | +13.5% | +16.2% |
| YTD | +6.6% | +40.9% | -34.3% | -10.4% |
| 1Y | +5.8% | +20.5% | -14.7% | -5.2% |
| 3Y | +11.6% | +101.7% | -90.1% | -25.4% |
| 5Y | -38.9% | +197.7% | -236.6% | -66.3% |
| All | +124.8% | +440.8% | -316.0% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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