+274.7%
IONQ vs ODFL
+97.1%
+177.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.0% |
| 7D | +7.1% | +0.2% | +7.0% | +7.0% |
| 30D | -8.9% | -13.4% | +4.5% | -0.7% |
| 3M | -35.6% | -24.2% | -11.4% | -24.9% |
| 6M | +13.3% | -3.3% | +16.6% | +12.4% |
| YTD | -9.8% | +19.8% | -29.6% | -23.7% |
| 1Y | -1.3% | +24.5% | -25.8% | -19.9% |
| 3Y | +109.3% | -9.6% | +118.9% | +98.4% |
| 5Y | +304.7% | +28.0% | +276.7% | +190.8% |
| All | +274.7% | +97.1% | +177.6% | +122.6% |
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