-14.1%
ODFL vs IFF
+29.0%
-43.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -3.3% | -3.2% | -0.1% | -2.3% |
| 30D | -15.3% | -0.3% | -15.0% | -15.3% |
| 3M | -27.3% | +8.4% | -35.8% | -29.6% |
| 6M | -4.5% | +23.0% | -27.5% | -12.2% |
| YTD | +15.1% | +25.5% | -10.3% | +4.9% |
| 1Y | +21.1% | +29.1% | -8.0% | +9.0% |
| 3Y | -14.1% | +31.7% | -45.8% | -23.6% |
| All | -14.1% | +29.0% | -43.1% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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