+21.1%
ODFL vs IOT
-1.6%
+22.7%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | -3.3% | -4.5% | +1.3% | -3.0% |
| 30D | -15.3% | -2.4% | -12.8% | -15.1% |
| 3M | -27.3% | +19.0% | -46.3% | -27.5% |
| 6M | -4.5% | +19.6% | -24.1% | -4.6% |
| YTD | +15.1% | +8.3% | +6.9% | +19.2% |
| 1Y | +21.1% | -0.8% | +21.9% | +26.7% |
| All | +21.1% | -1.6% | +22.7% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 1y: compounded portfolio wealth divided by compounded IOT 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…
1y analysis · Full analysis span regression · 6 months rolling