+265.9%
IONQ vs ODFL
+95.9%
+170.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +0.8% | -6.3% | +7.1% | +4.7% |
| 30D | -1.0% | -13.6% | +12.6% | +8.1% |
| 3M | -39.8% | -24.2% | -15.6% | -29.8% |
| 6M | +6.4% | -13.8% | +20.2% | +13.2% |
| YTD | -11.9% | +19.0% | -31.0% | -25.2% |
| 1Y | -6.2% | +25.7% | -31.8% | -24.3% |
| 3Y | +125.7% | -13.1% | +138.8% | +119.1% |
| 5Y | +296.0% | +26.7% | +269.3% | +186.0% |
| All | +265.9% | +95.9% | +170.0% | +118.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling