-9.1%
ODFL vs IAG
+663.0%
-672.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.6% |
| 7D | +5.8% | -7.7% | +13.5% | +6.1% |
| 30D | -5.3% | +1.6% | -6.9% | -5.4% |
| 3M | -19.0% | -2.4% | -16.5% | -19.0% |
| 6M | -7.5% | -7.8% | +0.3% | -7.5% |
| YTD | +11.8% | +5.0% | +6.8% | +11.3% |
| 1Y | +29.7% | +25.7% | +4.0% | +28.5% |
| 3Y | -9.1% | +694.5% | -703.6% | -18.2% |
| All | -9.1% | +663.0% | -672.1% | -18.2% |
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