+756.6%
IWM vs ODFL
+40,747.7%
-39,991.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.8% |
| 7D | +2.8% | +0.6% | +2.1% | +2.5% |
| 30D | +0.6% | -6.3% | +6.9% | +2.4% |
| 3M | -7.8% | -19.1% | +11.3% | -2.1% |
| 6M | -1.0% | -9.9% | +9.0% | +1.3% |
| YTD | +13.9% | +9.9% | +3.9% | +8.7% |
| 1Y | +15.4% | +24.4% | -9.0% | +6.0% |
| 3Y | +70.2% | -11.0% | +81.2% | +68.8% |
| 5Y | +23.7% | -1.4% | +25.1% | +16.4% |
| 10Y | +147.8% | +555.3% | -407.5% | +35.4% |
| All | +756.6% | +40,747.7% | -39,991.2% | +146.7% |
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