+144.7%
IONQ vs SGI
+165.7%
-21.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -2.8% | -7.7% | -8.7% |
| 7D | -16.7% | +5.3% | -22.0% | -19.9% |
| 30D | -38.9% | +8.2% | -47.1% | -42.5% |
| 3M | -33.8% | -2.2% | -31.6% | -33.7% |
| 6M | -44.9% | -8.4% | -36.5% | -43.0% |
| YTD | -41.1% | -23.4% | -17.7% | -31.3% |
| 1Y | -52.3% | -14.0% | -38.3% | -49.3% |
| 3Y | +128.2% | +78.8% | +49.4% | +52.1% |
| 5Y | +37.2% | +58.6% | -21.5% | -17.4% |
| All | +144.7% | +165.7% | -21.0% | +31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling