+48.3%
IEMG vs ODFL
+25.4%
+22.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -1.3% | -3.3% | +2.0% | -0.7% |
| 30D | +1.9% | -15.3% | +17.2% | +4.9% |
| 3M | +1.4% | -27.3% | +28.7% | +7.1% |
| 6M | +15.2% | -4.5% | +19.7% | +15.5% |
| YTD | +23.8% | +15.1% | +8.7% | +19.5% |
| 1Y | +30.7% | +21.1% | +9.6% | +24.7% |
| 3Y | +83.3% | -14.1% | +97.4% | +81.7% |
| All | +48.3% | +25.4% | +22.9% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling