+15.4%
IWM vs ODFL
+23.9%
-8.4%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.8% |
| 7D | +2.8% | +0.6% | +2.1% | +2.6% |
| 30D | +0.6% | -6.3% | +6.9% | +1.9% |
| 3M | -7.8% | -19.1% | +11.3% | -3.8% |
| 6M | -1.0% | -9.9% | +9.0% | +0.4% |
| YTD | +13.9% | +9.9% | +3.9% | +7.9% |
| 1Y | +15.4% | +24.4% | -9.0% | +5.5% |
| All | +15.4% | +23.9% | -8.4% | +5.5% |
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