+36,791.5%
ODFL vs IBN
+1,491.4%
+35,300.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.2% | +1.2% |
| 7D | +0.2% | -2.2% | +2.3% | +0.7% |
| 30D | -13.4% | -2.3% | -11.1% | -13.0% |
| 3M | -24.2% | +15.9% | -40.0% | -26.9% |
| 6M | -3.3% | +5.6% | -8.9% | -4.7% |
| YTD | +19.8% | -0.1% | +19.8% | +19.7% |
| 1Y | +24.5% | -6.5% | +31.1% | +26.1% |
| 3Y | -9.6% | +29.3% | -38.9% | -15.8% |
| 5Y | +28.0% | +56.6% | -28.5% | +13.6% |
| 10Y | +735.3% | +314.4% | +420.9% | +459.6% |
| All | +36,791.5% | +1,491.4% | +35,300.1% | +14,185.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling