+128.9%
IEF vs ODFL
+26,793.6%
-26,664.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | -0.4% |
| 7D | -0.3% | -3.0% | +2.7% | -0.4% |
| 30D | -0.6% | -14.3% | +13.7% | -1.0% |
| 3M | -1.0% | -26.7% | +25.7% | -1.9% |
| 6M | -3.1% | -7.5% | +4.4% | -3.2% |
| YTD | -1.9% | +16.5% | -18.4% | -1.2% |
| 1Y | -1.4% | +23.5% | -24.9% | -0.5% |
| 3Y | +9.8% | -12.1% | +21.9% | +10.0% |
| 5Y | -8.8% | +28.9% | -37.7% | -6.9% |
| 10Y | +4.7% | +746.5% | -741.8% | +16.6% |
| All | +128.9% | +26,793.6% | -26,664.6% | +185.4% |
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