+33,922.3%
ODFL vs IONS
+183.4%
+33,739.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -6.3% | -4.8% | -1.4% | -5.9% |
| 30D | -13.6% | +7.2% | -20.8% | -14.2% |
| 3M | -24.2% | -22.7% | -1.5% | -22.9% |
| 6M | -13.8% | -26.9% | +13.1% | -11.9% |
| YTD | +19.0% | -26.6% | +45.6% | +21.6% |
| 1Y | +25.7% | -2.1% | +27.8% | +24.9% |
| 3Y | -13.1% | +43.4% | -56.6% | -17.9% |
| 5Y | +26.7% | +47.0% | -20.3% | +17.9% |
| 10Y | +721.5% | +97.2% | +624.3% | +623.2% |
| All | +33,922.3% | +183.4% | +33,739.0% | +23,707.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling