+592.4%
ODFL vs IP
+31.6%
+560.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.7% | +2.5% |
| 7D | -3.0% | -3.0% | 0.0% | -1.9% |
| 30D | -6.1% | +10.6% | -16.7% | -9.8% |
| 3M | -20.9% | -13.6% | -7.3% | -16.8% |
| 6M | -13.6% | +10.4% | -24.0% | -18.1% |
| YTD | +9.4% | -6.5% | +15.9% | +9.8% |
| 1Y | +22.9% | -2.1% | +25.0% | +21.2% |
| 3Y | -9.8% | +22.0% | -31.8% | -22.4% |
| 5Y | -0.4% | -9.7% | +9.4% | -4.0% |
| 10Y | +592.4% | +26.8% | +565.6% | +398.7% |
| All | +592.4% | +31.6% | +560.8% | +398.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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