-34.6%
QID vs TROW
+4.9%
-39.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -2.5% |
| 7D | +1.3% | -3.2% | +4.5% | -0.7% |
| 30D | +2.9% | -4.6% | +7.5% | +0.1% |
| 3M | -0.7% | -0.7% | -0.1% | +0.4% |
| 6M | -29.7% | +22.2% | -51.9% | -17.4% |
| YTD | -27.9% | +6.6% | -34.5% | -20.8% |
| 1Y | -34.6% | +5.8% | -40.4% | -29.0% |
| All | -34.6% | +4.9% | -39.5% | -29.0% |
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