+27.3%
ODFL vs IBN
+58.3%
-31.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -1.2% |
| 7D | -3.3% | -3.0% | -0.3% | -2.1% |
| 30D | -15.3% | -1.5% | -13.8% | -14.8% |
| 3M | -27.3% | +7.9% | -35.2% | -29.9% |
| 6M | -4.5% | +8.6% | -13.1% | -8.2% |
| YTD | +15.1% | -0.6% | +15.7% | +14.8% |
| 1Y | +21.1% | -7.3% | +28.4% | +23.6% |
| 3Y | -14.1% | +26.2% | -40.3% | -25.0% |
| All | +27.3% | +58.3% | -31.0% | -4.1% |
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