+28.1%
IYR vs ODFL
-13.4%
+41.5%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.8% |
| 7D | -2.8% | -2.8% | 0.0% | -2.4% |
| 30D | -2.5% | -13.7% | +11.1% | -0.2% |
| 3M | -3.0% | -23.4% | +20.4% | +1.2% |
| 6M | +1.6% | -7.2% | +8.8% | +2.4% |
| YTD | +7.3% | +15.6% | -8.3% | +3.6% |
| 1Y | +5.6% | +24.2% | -18.6% | +0.4% |
| All | +28.1% | -13.4% | +41.5% | +26.5% |
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 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