-12.6%
ODFL vs IBB
+68.6%
-81.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.6% |
| 7D | -6.3% | +1.4% | -7.7% | -7.2% |
| 30D | -13.6% | +10.5% | -24.1% | -19.6% |
| 3M | -24.2% | +23.6% | -47.8% | -35.1% |
| 6M | -13.8% | +22.6% | -36.4% | -26.0% |
| YTD | +19.0% | +25.7% | -6.6% | +0.1% |
| 1Y | +25.7% | +51.4% | -25.7% | -8.5% |
| All | -12.6% | +68.6% | -81.2% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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