+150.0%
IONQ vs ORLY
+40.2%
+109.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.7% | -7.1% | -6.3% |
| 7D | -11.5% | +2.6% | -14.0% | -11.1% |
| 30D | -8.1% | +6.3% | -14.4% | -7.4% |
| 3M | -35.8% | -0.4% | -35.4% | -35.7% |
| 6M | -47.7% | +2.8% | -50.5% | -47.3% |
| YTD | -35.6% | +1.1% | -36.7% | -34.7% |
| 1Y | -36.4% | -6.3% | -30.1% | -36.0% |
| 3Y | +150.0% | +38.9% | +111.2% | +170.9% |
| All | +150.0% | +40.2% | +109.8% | +170.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling