-0.4%
ODFL vs IBN
+73.5%
-73.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | +5.8% | +1.9% | +4.0% | +5.0% |
| 30D | -5.3% | +22.1% | -27.4% | -13.2% |
| 3M | -19.0% | +17.1% | -36.1% | -24.5% |
| 6M | -7.5% | +35.5% | -43.0% | -19.5% |
| YTD | +11.8% | +16.8% | -5.0% | +3.7% |
| 1Y | +29.7% | +12.4% | +17.3% | +22.2% |
| 3Y | -9.1% | +58.0% | -67.2% | -29.5% |
| All | -0.4% | +73.5% | -73.9% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 5y: compounded portfolio wealth divided by compounded IBN 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…
5y analysis · Full analysis span regression · 6 months rolling