-100.0%
QID vs TROW
+451.8%
-551.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | -0.9% |
| 7D | -1.9% | -1.5% | -0.4% | -3.2% |
| 30D | +1.7% | -5.3% | +7.0% | -3.0% |
| 3M | -3.9% | +2.9% | -6.9% | -0.7% |
| 6M | -30.0% | +22.2% | -52.2% | -14.9% |
| YTD | -28.2% | +8.1% | -36.3% | -21.1% |
| 1Y | -35.6% | +5.8% | -41.5% | -30.0% |
| 3Y | -74.3% | +14.0% | -88.3% | -65.6% |
| 5Y | -80.8% | -38.3% | -42.5% | -80.0% |
| 10Y | -99.2% | +131.7% | -230.8% | -96.1% |
| All | -100.0% | +451.8% | -551.7% | -99.5% |
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