+224.0%
IONQ vs SGI
+145.8%
+78.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.3% | +4.3% | +2.4% |
| 7D | +16.7% | -3.9% | +20.6% | +18.5% |
| 30D | -12.3% | +0.9% | -13.2% | -14.2% |
| 3M | -17.7% | -2.9% | -14.8% | -17.9% |
| 6M | -28.9% | -9.0% | -20.0% | -27.2% |
| YTD | -22.0% | -29.2% | +7.2% | -5.1% |
| 1Y | -36.8% | -32.3% | -4.6% | -21.1% |
| 3Y | +228.2% | +72.4% | +155.8% | +123.0% |
| 5Y | +91.9% | +50.6% | +41.3% | +20.4% |
| All | +224.0% | +145.8% | +78.2% | +82.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling