+535.4%
ODFL vs IONS
-36.2%
+571.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.6% | +4.3% | +1.2% |
| 7D | +0.6% | -29.6% | +30.3% | +5.2% |
| 30D | -6.3% | -35.6% | +29.3% | -0.8% |
| 3M | -19.1% | -51.7% | +32.6% | -10.9% |
| 6M | -9.9% | -64.0% | +54.1% | +2.7% |
| YTD | +9.9% | -65.5% | +75.4% | +26.0% |
| 1Y | +24.4% | -62.4% | +86.8% | +40.6% |
| 3Y | -11.0% | -41.1% | +30.1% | -9.4% |
| 5Y | -1.4% | -16.5% | +15.0% | -7.9% |
| All | +535.4% | -36.2% | +571.6% | +513.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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