+61.6%
DRAM vs IONQ
+27.1%
+34.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.7% | +13.0% | +11.6% |
| 7D | -0.6% | +15.3% | -15.9% | -7.0% |
| 30D | -18.0% | -6.1% | -11.9% | -16.4% |
| 3M | -11.9% | -21.6% | +9.7% | -3.6% |
| 6M | -18.6% | -40.1% | +21.6% | -2.8% |
| All | +61.6% | +27.1% | +34.5% | +82.9% |
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