-1.3%
IONQ vs SGI
-19.6%
+18.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.6% |
| 7D | +7.1% | +9.3% | -2.2% | +2.5% |
| 30D | -8.9% | +6.9% | -15.8% | -11.9% |
| 3M | -35.6% | +2.8% | -38.4% | -37.3% |
| 6M | +13.3% | -12.6% | +25.9% | +18.7% |
| YTD | -9.8% | -21.5% | +11.7% | -0.9% |
| 1Y | -1.3% | -18.8% | +17.4% | +6.9% |
| All | -1.3% | -19.6% | +18.3% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SGI 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling