+140.8%
IEMG vs ODFL
+742.1%
-601.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -1.3% | -3.3% | +2.0% | -0.5% |
| 30D | +1.9% | -15.3% | +17.2% | +6.1% |
| 3M | +1.4% | -27.3% | +28.7% | +9.5% |
| 6M | +15.2% | -4.5% | +19.7% | +15.6% |
| YTD | +23.8% | +15.1% | +8.7% | +17.6% |
| 1Y | +30.7% | +21.1% | +9.6% | +21.9% |
| 3Y | +83.3% | -14.1% | +97.4% | +81.1% |
| 5Y | +48.8% | +26.6% | +22.2% | +24.4% |
| All | +140.8% | +742.1% | -601.4% | +16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling