+52.7%
DRAM vs IONQ
+7.8%
+45.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.4% | +3.5% | 0.0% |
| 7D | +7.9% | -11.5% | +19.4% | +13.5% |
| 30D | -15.4% | -8.1% | -7.4% | -12.9% |
| 3M | -25.5% | -35.8% | +10.3% | -11.1% |
| 6M | -22.3% | -47.7% | +25.5% | -0.8% |
| All | +52.7% | +7.8% | +45.0% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IONQ.
Daily Out/Under-Performance
Portfolio return minus IONQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONQ 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 IONQ 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