+167.4%
IONQ vs TROW
-7.4%
+174.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.7% | -7.1% | -7.2% |
| 7D | -11.5% | +0.5% | -11.9% | -11.7% |
| 30D | -8.1% | +9.3% | -17.4% | -17.8% |
| 3M | -35.8% | -0.9% | -34.9% | -35.0% |
| 6M | -47.7% | +8.3% | -56.1% | -53.5% |
| YTD | -35.6% | +10.6% | -46.3% | -43.3% |
| 1Y | -36.4% | +10.5% | -46.9% | -44.0% |
| 3Y | +150.0% | +36.5% | +113.5% | +75.3% |
| 5Y | +43.3% | -37.1% | +80.4% | +143.7% |
| All | +167.4% | -7.4% | +174.8% | +259.1% |
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