+190.5%
IONQ vs ODFL
-14.7%
+205.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -3.3% | +26.7% | +24.7% |
| 7D | +8.6% | -4.4% | +13.0% | +10.3% |
| 30D | -21.1% | -6.1% | -15.0% | -19.4% |
| 3M | -17.9% | -21.9% | +4.0% | -9.8% |
| 6M | -37.9% | -17.6% | -20.4% | -34.2% |
| YTD | -27.3% | +5.6% | -32.9% | -31.7% |
| 1Y | -43.2% | +20.5% | -63.7% | -49.9% |
| All | +190.5% | -14.7% | +205.2% | +165.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling