+22.6%
IEFA vs ODFL
+28.2%
-5.5%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | +0.6% | -6.3% | +6.9% | +1.5% |
| 30D | +1.0% | -13.6% | +14.6% | +3.0% |
| 3M | +4.7% | -24.2% | +28.9% | +8.7% |
| 6M | +8.6% | -13.8% | +22.4% | +9.8% |
| YTD | +14.8% | +19.0% | -4.2% | +11.3% |
| 1Y | +22.6% | +25.7% | -3.1% | +17.7% |
| All | +22.6% | +28.2% | -5.5% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling