+224.0%
IONQ vs TROW
-5.7%
+229.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | +16.7% | +4.4% | +12.3% | +10.4% |
| 30D | -12.3% | +5.5% | -17.7% | -17.8% |
| 3M | -17.7% | -1.3% | -16.4% | -16.6% |
| 6M | -28.9% | +7.9% | -36.8% | -36.5% |
| YTD | -22.0% | +12.6% | -34.7% | -32.9% |
| 1Y | -36.8% | +13.3% | -50.1% | -46.2% |
| 3Y | +228.2% | +38.6% | +189.7% | +125.5% |
| 5Y | +91.9% | -34.7% | +126.7% | +214.8% |
| All | +224.0% | -5.7% | +229.7% | +324.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling