+731.0%
ODFL vs IP
+23.2%
+707.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.8% |
| 7D | -6.3% | -5.3% | -1.0% | -4.3% |
| 30D | -13.6% | -10.9% | -2.7% | -9.8% |
| 3M | -24.2% | +11.2% | -35.3% | -27.9% |
| 6M | -13.8% | -10.2% | -3.6% | -11.5% |
| YTD | +19.0% | -2.0% | +21.0% | +17.8% |
| 1Y | +25.7% | -19.1% | +44.8% | +32.9% |
| 3Y | -13.1% | +20.9% | -34.0% | -24.6% |
| 5Y | +26.7% | -17.8% | +44.5% | +26.9% |
| All | +731.0% | +23.2% | +707.8% | +554.4% |
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