+215.4%
IONQ vs TROW
-5.9%
+221.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.4% |
| 7D | +15.3% | -1.7% | +17.0% | +18.2% |
| 30D | -6.1% | +6.4% | -12.5% | -13.1% |
| 3M | -21.6% | -1.5% | -20.1% | -20.3% |
| 6M | -40.1% | +8.3% | -48.4% | -46.7% |
| YTD | -24.1% | +12.4% | -36.5% | -34.5% |
| 1Y | -37.4% | +12.4% | -49.8% | -46.1% |
| 3Y | +219.5% | +38.3% | +181.2% | +120.0% |
| 5Y | +76.9% | -35.2% | +112.1% | +191.8% |
| All | +215.4% | -5.9% | +221.2% | +314.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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