+278.7%
IONQ vs ORLY
+118.1%
+160.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.2% | -6.0% | -5.8% |
| 7D | +1.3% | -1.0% | +2.4% | +1.6% |
| 30D | -10.3% | -6.7% | -3.7% | -8.6% |
| 3M | -32.7% | -3.8% | -28.9% | -32.3% |
| 6M | +6.3% | -9.0% | +15.3% | +8.5% |
| YTD | -15.0% | -5.6% | -9.4% | -14.3% |
| 1Y | -13.3% | -19.5% | +6.2% | -7.7% |
| 3Y | +97.2% | +34.7% | +62.5% | +56.5% |
| 5Y | +278.7% | +118.0% | +160.7% | +92.1% |
| All | +278.7% | +118.1% | +160.7% | +92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling