-13.1%
ODFL vs IAG
+817.0%
-830.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.8% | -2.8% |
| 7D | -3.0% | +1.7% | -4.7% | -3.1% |
| 30D | -14.3% | +11.4% | -25.7% | -14.6% |
| 3M | -26.7% | +33.0% | -59.8% | -27.4% |
| 6M | -7.5% | -6.0% | -1.5% | -7.7% |
| YTD | +16.5% | +24.6% | -8.0% | +15.5% |
| 1Y | +23.5% | +105.0% | -81.5% | +21.0% |
| All | -13.1% | +817.0% | -830.0% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling