+755.3%
IVV vs ODFL
+37,977.7%
-37,222.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | 0.0% |
| 7D | -0.6% | -5.4% | +4.8% | +0.6% |
| 30D | -3.7% | -7.7% | +4.0% | -2.1% |
| 3M | -2.7% | -20.8% | +18.1% | +2.1% |
| 6M | +2.2% | -15.0% | +17.3% | +5.3% |
| YTD | +10.9% | +7.6% | +3.3% | +7.5% |
| 1Y | +11.3% | +22.7% | -11.4% | +4.6% |
| 3Y | +76.9% | -12.9% | +89.8% | +75.3% |
| 5Y | +73.5% | -0.1% | +73.5% | +63.6% |
| 10Y | +307.4% | +550.4% | -243.0% | +158.0% |
| All | +755.3% | +37,977.7% | -37,222.4% | +223.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling