+550.4%
ODFL vs IP
+24.7%
+525.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.3% |
| 7D | -5.4% | 0.0% | -5.5% | -5.4% |
| 30D | -7.7% | +9.4% | -17.0% | -11.0% |
| 3M | -20.8% | -14.1% | -6.8% | -16.6% |
| 6M | -15.0% | +9.2% | -24.2% | -19.2% |
| YTD | +7.6% | -7.5% | +15.1% | +8.4% |
| 1Y | +22.7% | -2.8% | +25.5% | +21.3% |
| 3Y | -12.9% | +21.2% | -34.1% | -24.9% |
| 5Y | -0.1% | -11.5% | +11.4% | -3.0% |
| 10Y | +550.4% | +23.7% | +526.7% | +377.8% |
| All | +550.4% | +24.7% | +525.7% | +377.8% |
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