+719.8%
ODFL vs IOVA
+9.7%
+710.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -0.8% |
| 7D | -3.3% | -2.2% | -1.1% | -3.1% |
| 30D | -15.3% | +27.6% | -42.9% | -17.0% |
| 3M | -27.3% | +117.2% | -144.5% | -32.4% |
| 6M | -4.5% | +77.7% | -82.2% | -10.3% |
| YTD | +15.1% | +215.0% | -199.9% | +2.3% |
| 1Y | +21.1% | +255.4% | -234.3% | +5.6% |
| 3Y | -14.1% | +42.6% | -56.7% | -25.0% |
| 5Y | +26.6% | -62.2% | +88.8% | +16.1% |
| All | +719.8% | +9.7% | +710.1% | +564.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 10y: compounded portfolio wealth divided by compounded IOVA 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…
10y analysis · Full analysis span regression · 6 months rolling