+215.4%
IONQ vs SGI
+144.7%
+70.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.4% |
| 7D | +15.3% | -10.5% | +25.8% | +23.2% |
| 30D | -6.1% | +0.1% | -6.2% | -7.7% |
| 3M | -21.6% | -4.0% | -17.6% | -21.2% |
| 6M | -40.1% | -5.6% | -34.5% | -39.9% |
| YTD | -24.1% | -29.5% | +5.4% | -7.4% |
| 1Y | -37.4% | -31.5% | -5.9% | -22.4% |
| 3Y | +219.5% | +71.6% | +147.9% | +117.7% |
| 5Y | +76.9% | +50.5% | +26.4% | +11.3% |
| All | +215.4% | +144.7% | +70.7% | +77.7% |
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