+109.3%
IONQ vs TROW
+14.8%
+94.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.8% |
| 7D | +7.1% | +0.4% | +6.7% | +6.5% |
| 30D | -8.9% | -4.0% | -4.9% | -4.1% |
| 3M | -35.6% | +5.0% | -40.6% | -41.0% |
| 6M | +13.3% | +24.3% | -11.1% | -16.8% |
| YTD | -9.8% | +9.8% | -19.6% | -21.4% |
| 1Y | -1.3% | +6.4% | -7.8% | -9.9% |
| 3Y | +109.3% | +15.8% | +93.5% | +72.4% |
| All | +109.3% | +14.8% | +94.5% | +72.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling