+591.4%
ODFL vs IP
+26.3%
+565.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.2% | -3.6% |
| 7D | -4.4% | -5.1% | +0.6% | -2.6% |
| 30D | -6.1% | +8.5% | -14.6% | -9.2% |
| 3M | -21.9% | -13.8% | -8.0% | -17.7% |
| 6M | -17.6% | +5.7% | -23.3% | -20.6% |
| YTD | +5.6% | -9.1% | +14.7% | +7.1% |
| 1Y | +20.5% | -0.8% | +21.3% | +18.2% |
| 3Y | -14.8% | +14.8% | -29.6% | -24.9% |
| 5Y | -3.0% | -11.5% | +8.5% | -5.9% |
| All | +591.4% | +26.3% | +565.1% | +387.3% |
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