+0.1%
ODFL vs IP
-13.0%
+13.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +2.0% |
| 7D | -5.0% | -2.8% | -2.2% | -4.0% |
| 30D | -6.3% | +9.2% | -15.5% | -9.4% |
| 3M | -18.5% | -16.1% | -2.3% | -13.4% |
| 6M | -12.4% | +9.6% | -21.9% | -16.7% |
| YTD | +9.2% | -8.8% | +18.0% | +10.7% |
| 1Y | +23.0% | -5.5% | +28.5% | +23.0% |
| 3Y | -11.6% | +19.6% | -31.2% | -24.4% |
| 5Y | +0.1% | -13.5% | +13.6% | -0.8% |
| All | +0.1% | -13.0% | +13.1% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling