+28.9%
ODFL vs IOVA
-64.1%
+93.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.4% | -2.5% |
| 7D | -3.0% | -2.2% | -0.8% | -2.9% |
| 30D | -14.3% | +31.7% | -46.0% | -16.0% |
| 3M | -26.7% | +117.3% | -144.0% | -31.4% |
| 6M | -7.5% | +55.8% | -63.3% | -11.7% |
| YTD | +16.5% | +208.8% | -192.3% | +4.5% |
| 1Y | +23.5% | +255.7% | -232.2% | +8.6% |
| 3Y | -12.1% | +41.7% | -53.8% | -22.5% |
| 5Y | +28.9% | -64.9% | +93.8% | +14.7% |
| All | +28.9% | -64.1% | +93.1% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling