+3,063.9%
ODFL vs IOVA
-92.6%
+3,156.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.6% |
| 7D | +5.8% | -3.5% | +9.3% | +5.9% |
| 30D | -5.3% | -45.4% | +40.1% | -4.5% |
| 3M | -19.0% | +19.0% | -38.0% | -19.5% |
| 6M | -7.5% | +112.0% | -119.5% | -9.4% |
| YTD | +11.8% | +184.2% | -172.5% | +8.5% |
| 1Y | +29.7% | +222.0% | -192.3% | +25.5% |
| 3Y | -9.1% | +92.6% | -101.7% | -12.4% |
| 5Y | +0.2% | -63.2% | +63.4% | -2.2% |
| 10Y | +566.3% | +2.1% | +564.2% | +541.1% |
| All | +3,063.9% | -92.6% | +3,156.5% | +2,924.1% |
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