+4.3%
ODFL vs IOT
+54.1%
-49.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | -3.3% | -4.5% | +1.3% | -2.6% |
| 30D | -15.3% | -2.4% | -12.8% | -15.0% |
| 3M | -27.3% | +19.0% | -46.3% | -29.6% |
| 6M | -4.5% | +19.6% | -24.1% | -8.4% |
| YTD | +15.1% | +8.3% | +6.9% | +11.2% |
| 1Y | +21.1% | -0.8% | +21.9% | +18.5% |
| 3Y | -14.1% | +24.4% | -38.5% | -22.6% |
| All | +4.3% | +54.1% | -49.8% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling