+6.5%
IYR vs ODFL
+25.4%
-18.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -1.4% | -3.3% | +1.9% | -0.6% |
| 30D | -2.7% | -15.3% | +12.6% | +1.0% |
| 3M | -2.1% | -27.3% | +25.2% | +5.0% |
| 6M | +3.6% | -4.5% | +8.1% | +3.8% |
| YTD | +8.1% | +15.1% | -7.0% | +2.9% |
| 1Y | +4.7% | +21.1% | -16.4% | -1.9% |
| 3Y | +29.1% | -14.1% | +43.2% | +28.0% |
| All | +6.5% | +25.4% | -18.9% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling