+753.8%
IWM vs ODFL
+41,433.1%
-40,679.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.8% |
| 7D | +1.4% | +5.8% | -4.4% | -0.3% |
| 30D | +2.3% | -5.3% | +7.6% | +3.8% |
| 3M | -8.3% | -19.0% | +10.7% | -2.7% |
| 6M | -1.3% | -7.5% | +6.2% | +0.1% |
| YTD | +13.5% | +11.8% | +1.7% | +7.8% |
| 1Y | +18.4% | +29.7% | -11.3% | +7.3% |
| 3Y | +69.6% | -9.1% | +78.8% | +67.1% |
| 5Y | +23.3% | +0.2% | +23.0% | +15.5% |
| 10Y | +147.0% | +566.3% | -419.3% | +34.3% |
| All | +753.8% | +41,433.1% | -40,679.2% | +144.7% |
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 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