+859.8%
IAU vs ODFL
+5,754.9%
-4,895.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.7% |
| 7D | +0.7% | +0.2% | +0.6% | +0.7% |
| 30D | +0.3% | -13.4% | +13.8% | +0.4% |
| 3M | +0.7% | -24.2% | +24.9% | +0.8% |
| 6M | -15.5% | -3.3% | -12.2% | -15.5% |
| YTD | +1.0% | +19.8% | -18.8% | +1.0% |
| 1Y | +19.6% | +24.5% | -5.0% | +19.6% |
| 3Y | +125.4% | -9.6% | +135.1% | +125.5% |
| 5Y | +140.7% | +28.0% | +112.7% | +140.6% |
| 10Y | +218.1% | +735.3% | -517.1% | +222.6% |
| All | +859.8% | +5,754.9% | -4,895.1% | +872.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling