+3,290.0%
ODFL vs IOVA
-91.7%
+3,381.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.6% |
| 7D | +0.2% | +5.1% | -4.9% | +0.1% |
| 30D | -13.4% | +37.2% | -50.7% | -14.0% |
| 3M | -24.2% | +117.5% | -141.7% | -25.5% |
| 6M | -3.3% | +69.6% | -72.9% | -4.7% |
| YTD | +19.8% | +218.7% | -198.9% | +16.4% |
| 1Y | +24.5% | +265.5% | -241.0% | +20.5% |
| 3Y | -9.6% | +46.2% | -55.9% | -12.4% |
| 5Y | +28.0% | -63.2% | +91.3% | +25.2% |
| 10Y | +735.3% | +6.1% | +729.2% | +704.7% |
| All | +3,290.0% | -91.7% | +3,381.7% | +3,143.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling