-7.5%
IGV vs ODFL
+32.0%
-39.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.8% |
| 7D | -7.5% | +3.5% | -11.0% | -7.7% |
| 30D | -5.6% | 0.0% | -5.6% | -5.7% |
| 3M | +1.5% | -18.1% | +19.6% | +3.1% |
| 6M | +17.1% | -6.4% | +23.5% | +17.9% |
| YTD | -2.0% | +14.9% | -16.9% | -5.2% |
| 1Y | -7.5% | +27.7% | -35.2% | -12.4% |
| All | -7.5% | +32.0% | -39.5% | -12.4% |
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 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