+224.0%
IONQ vs ODFL
+77.1%
+146.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | 0.0% |
| 7D | +16.7% | -5.4% | +22.1% | +20.5% |
| 30D | -12.3% | -7.7% | -4.6% | -8.3% |
| 3M | -17.7% | -20.8% | +3.1% | -6.0% |
| 6M | -28.9% | -15.0% | -13.9% | -23.7% |
| YTD | -22.0% | +7.6% | -29.6% | -30.0% |
| 1Y | -36.8% | +22.7% | -59.5% | -48.4% |
| 3Y | +228.2% | -12.9% | +241.1% | +210.3% |
| 5Y | +91.9% | -0.1% | +92.0% | +54.6% |
| All | +224.0% | +77.1% | +146.9% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 ODFL 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