+278.7%
IONQ vs TROW
-38.1%
+316.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.5% | -4.2% | -3.7% |
| 7D | +1.3% | -1.5% | +2.8% | +3.4% |
| 30D | -10.3% | -5.3% | -5.0% | -3.9% |
| 3M | -32.7% | +2.9% | -35.7% | -36.4% |
| 6M | +6.3% | +22.2% | -15.9% | -19.3% |
| YTD | -15.0% | +8.1% | -23.1% | -23.6% |
| 1Y | -13.3% | +5.8% | -19.1% | -19.2% |
| 3Y | +97.2% | +14.0% | +83.2% | +69.2% |
| 5Y | +278.7% | -38.3% | +317.0% | +842.1% |
| All | +278.7% | -38.1% | +316.8% | +842.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling