-16.0%
IONQ vs TROW
+6.0%
-22.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.2% |
| 7D | -5.6% | -3.0% | -2.6% | -1.6% |
| 30D | -15.2% | -5.5% | -9.7% | -8.8% |
| 3M | -34.9% | +2.3% | -37.2% | -39.6% |
| 6M | +4.9% | +23.9% | -19.0% | -27.8% |
| YTD | -17.9% | +7.9% | -25.8% | -32.3% |
| 1Y | -16.0% | +6.1% | -22.1% | -26.8% |
| All | -16.0% | +6.0% | -22.0% | -26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling