+82.2%
IVV vs ODFL
+27.3%
+54.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | +0.5% | +0.2% | +0.3% | +0.5% |
| 30D | -1.0% | -13.4% | +12.5% | +2.6% |
| 3M | +3.9% | -24.2% | +28.0% | +11.0% |
| 6M | +14.5% | -3.3% | +17.8% | +14.3% |
| YTD | +12.9% | +19.8% | -6.9% | +5.5% |
| 1Y | +19.4% | +24.5% | -5.2% | +9.8% |
| 3Y | +78.8% | -9.6% | +88.4% | +74.6% |
| 5Y | +82.2% | +28.0% | +54.2% | +48.7% |
| All | +82.2% | +27.3% | +54.9% | +48.7% |
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 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