+28.0%
ODFL vs IONS
+51.6%
-23.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.9% |
| 7D | +0.2% | -5.3% | +5.4% | +0.8% |
| 30D | -13.4% | +0.3% | -13.7% | -13.5% |
| 3M | -24.2% | -22.9% | -1.3% | -22.5% |
| 6M | -3.3% | -23.4% | +20.1% | -1.2% |
| YTD | +19.8% | -28.3% | +48.1% | +23.5% |
| 1Y | +24.5% | -7.0% | +31.6% | +23.7% |
| 3Y | -9.6% | +37.6% | -47.2% | -18.5% |
| 5Y | +28.0% | +53.4% | -25.4% | +11.7% |
| All | +28.0% | +51.6% | -23.6% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling