+63.3%
IWM vs ODFL
-12.7%
+76.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.5% |
| 7D | -1.1% | -3.0% | +1.9% | -0.2% |
| 30D | -3.1% | -14.3% | +11.1% | +1.5% |
| 3M | +2.2% | -26.7% | +28.9% | +12.1% |
| 6M | +15.1% | -7.5% | +22.6% | +16.5% |
| YTD | +18.6% | +16.5% | +2.0% | +10.0% |
| 1Y | +24.0% | +23.5% | +0.5% | +12.2% |
| All | +63.3% | -12.7% | +76.0% | +60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling