-9.8%
ODFL vs IP
+20.2%
-30.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.7% | +2.7% |
| 7D | -3.0% | -3.0% | 0.0% | -2.2% |
| 30D | -6.1% | +10.6% | -16.7% | -9.1% |
| 3M | -20.9% | -13.6% | -7.3% | -17.6% |
| 6M | -13.6% | +10.4% | -24.0% | -17.3% |
| YTD | +9.4% | -6.5% | +15.9% | +10.1% |
| 1Y | +22.9% | -2.1% | +25.0% | +22.1% |
| 3Y | -9.8% | +22.0% | -31.8% | -8.8% |
| All | -9.8% | +20.2% | -30.0% | -8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling