+3,446.5%
TROW vs IRM
+9,897.4%
-6,450.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.1% |
| 7D | +0.4% | +1.6% | -1.2% | -0.3% |
| 30D | -4.0% | -4.2% | +0.2% | -2.6% |
| 3M | +5.0% | -5.4% | +10.4% | +6.7% |
| 6M | +24.3% | +12.0% | +12.3% | +17.4% |
| YTD | +9.8% | +42.0% | -32.3% | -6.4% |
| 1Y | +6.4% | +29.9% | -23.4% | -6.5% |
| 3Y | +15.8% | +104.4% | -88.6% | -17.7% |
| 5Y | -37.3% | +191.0% | -228.3% | -61.6% |
| 10Y | +130.6% | +417.1% | -286.5% | +7.1% |
| All | +3,446.5% | +9,897.4% | -6,450.9% | +799.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling