+723.3%
ODFL vs IAG
+423.2%
+300.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.7% |
| 7D | -2.8% | -4.1% | +1.3% | -2.7% |
| 30D | -13.7% | +10.6% | -24.3% | -14.0% |
| 3M | -23.4% | +35.4% | -58.7% | -24.2% |
| 6M | -7.2% | -9.5% | +2.4% | -7.2% |
| YTD | +15.6% | +21.8% | -6.2% | +14.5% |
| 1Y | +24.2% | +84.1% | -60.0% | +21.2% |
| 3Y | -12.8% | +817.4% | -830.1% | -20.1% |
| 5Y | +27.1% | +830.1% | -803.0% | +14.0% |
| All | +723.3% | +423.2% | +300.1% | +649.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling