-38.2%
TROW vs IRM
+186.9%
-225.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.7% |
| 7D | -3.0% | -1.8% | -1.2% | -2.3% |
| 30D | -5.5% | -7.8% | +2.3% | -2.4% |
| 3M | +2.3% | -7.9% | +10.1% | +5.1% |
| 6M | +23.9% | +6.3% | +17.6% | +18.8% |
| YTD | +7.9% | +38.2% | -30.3% | -9.1% |
| 1Y | +6.1% | +19.8% | -13.7% | -5.0% |
| 3Y | +13.8% | +98.8% | -84.9% | -30.0% |
| 5Y | -38.2% | +191.8% | -230.0% | -70.0% |
| All | -38.2% | +186.9% | -225.1% | -70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling