+241.1%
IONQ vs ORLY
+182.4%
+58.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.2% |
| 7D | -5.6% | -2.1% | -3.4% | -5.1% |
| 30D | -15.2% | -7.6% | -7.6% | -13.4% |
| 3M | -34.9% | -5.5% | -29.5% | -34.2% |
| 6M | +4.9% | -9.7% | +14.6% | +7.2% |
| YTD | -17.9% | -6.2% | -11.6% | -17.1% |
| 1Y | -16.0% | -18.6% | +2.6% | -11.3% |
| 3Y | +90.5% | +33.8% | +56.6% | +55.4% |
| 5Y | +268.4% | +116.5% | +151.9% | +131.7% |
| All | +241.1% | +182.4% | +58.7% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ORLY.
Daily Out/Under-Performance
Portfolio return minus ORLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORLY 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 ORLY 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