+274.7%
IONQ vs SEI
+840.9%
-566.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +16.3% | -13.9% | -3.8% |
| 7D | +7.1% | +28.8% | -21.7% | -3.4% |
| 30D | -8.9% | +10.4% | -19.3% | -12.8% |
| 3M | -35.6% | -11.4% | -24.1% | -33.5% |
| 6M | +13.3% | +31.2% | -17.9% | +0.4% |
| YTD | -9.8% | +39.7% | -49.5% | -22.8% |
| 1Y | -1.3% | +149.0% | -150.3% | -31.6% |
| 3Y | +109.3% | +560.2% | -450.9% | -0.5% |
| 5Y | +304.7% | +955.7% | -651.0% | +71.0% |
| All | +274.7% | +840.9% | -566.2% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 10y: compounded portfolio wealth divided by compounded SEI 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…
10y analysis · Full analysis span regression · 6 months rolling