+167.4%
IONQ vs ODFL
+84.0%
+83.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.7% | -8.1% | -7.4% |
| 7D | -11.5% | +5.8% | -17.3% | -14.4% |
| 30D | -8.1% | -5.3% | -2.8% | -5.4% |
| 3M | -35.8% | -19.0% | -16.8% | -27.7% |
| 6M | -47.7% | -7.5% | -40.3% | -46.7% |
| YTD | -35.6% | +11.8% | -47.4% | -43.6% |
| 1Y | -36.4% | +29.7% | -66.0% | -49.9% |
| 3Y | +150.0% | -9.1% | +159.2% | +130.1% |
| 5Y | +43.3% | +0.2% | +43.1% | +14.6% |
| All | +167.4% | +84.0% | +83.4% | +64.4% |
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