+138.7%
IAU vs ODFL
+26.9%
+111.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.7% |
| 7D | -3.4% | -2.8% | -0.6% | -3.3% |
| 30D | -1.1% | -13.7% | +12.6% | -0.7% |
| 3M | +5.8% | -23.4% | +29.2% | +6.5% |
| 6M | -16.9% | -7.2% | -9.8% | -16.8% |
| YTD | +0.1% | +15.6% | -15.5% | 0.0% |
| 1Y | +18.4% | +24.2% | -5.8% | +18.1% |
| 3Y | +123.6% | -12.8% | +136.3% | +123.9% |
| 5Y | +138.7% | +27.1% | +111.6% | +138.0% |
| All | +138.7% | +26.9% | +111.8% | +138.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 ODFL 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