+21.1%
ODFL vs IAG
+86.2%
-65.1%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.5% |
| 7D | -3.3% | -1.1% | -2.2% | -3.2% |
| 30D | -15.3% | +12.1% | -27.4% | -15.6% |
| 3M | -27.3% | +25.5% | -52.8% | -27.9% |
| 6M | -4.5% | -7.1% | +2.6% | -5.2% |
| YTD | +15.1% | +22.9% | -7.7% | +15.5% |
| 1Y | +21.1% | +83.3% | -62.3% | +19.5% |
| All | +21.1% | +86.2% | -65.1% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling