+1,428.5%
IBKR vs ODFL
+4,093.3%
-2,664.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | -1.3% | -3.3% | +1.9% | -0.2% |
| 30D | -0.2% | -15.3% | +15.1% | +6.0% |
| 3M | +3.0% | -27.3% | +30.3% | +15.0% |
| 6M | +33.9% | -4.5% | +38.4% | +34.5% |
| YTD | +42.5% | +15.1% | +27.4% | +32.5% |
| 1Y | +44.9% | +21.1% | +23.8% | +31.5% |
| 3Y | +293.0% | -14.1% | +307.1% | +289.8% |
| 5Y | +497.7% | +26.6% | +471.1% | +390.3% |
| 10Y | +1,004.4% | +736.4% | +268.0% | +324.5% |
| All | +1,428.5% | +4,093.3% | -2,664.7% | +164.6% |
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