+202.0%
IONQ vs SGI
+151.2%
+50.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -5.5% | +28.9% | +27.0% |
| 7D | +8.6% | +1.0% | +7.6% | +6.3% |
| 30D | -21.1% | +3.9% | -25.0% | -24.3% |
| 3M | -17.9% | -0.8% | -17.1% | -19.2% |
| 6M | -37.9% | -18.0% | -20.0% | -31.5% |
| YTD | -27.3% | -27.6% | +0.3% | -12.8% |
| 1Y | -43.2% | -27.2% | -16.0% | -32.5% |
| 3Y | +191.0% | +76.0% | +115.0% | +94.8% |
| 5Y | +69.3% | +50.0% | +19.3% | +4.9% |
| All | +202.0% | +151.2% | +50.8% | +67.2% |
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