+10,106.3%
ODFL vs IAG
+377.5%
+9,728.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.2% |
| 7D | -6.3% | -0.5% | -5.7% | -6.3% |
| 30D | -13.6% | +28.9% | -42.5% | -14.8% |
| 3M | -24.2% | +19.1% | -43.3% | -25.1% |
| 6M | -13.8% | -10.3% | -3.5% | -13.7% |
| YTD | +19.0% | +24.2% | -5.2% | +16.7% |
| 1Y | +25.7% | +116.5% | -90.8% | +19.3% |
| 3Y | -13.1% | +742.8% | -755.9% | -25.0% |
| 5Y | +26.7% | +753.3% | -726.7% | +6.7% |
| 10Y | +721.5% | +403.2% | +318.3% | +580.3% |
| All | +10,106.3% | +377.5% | +9,728.8% | +7,646.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling