+49,043.4%
ODFL vs IRM
+9,964.6%
+39,078.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.6% | -0.4% |
| 7D | -6.3% | -0.5% | -5.8% | -6.2% |
| 30D | -13.6% | -8.1% | -5.5% | -11.8% |
| 3M | -24.2% | -9.7% | -14.5% | -22.4% |
| 6M | -13.8% | +10.0% | -23.8% | -16.3% |
| YTD | +19.0% | +43.0% | -24.0% | +7.6% |
| 1Y | +25.7% | +32.7% | -7.0% | +15.5% |
| 3Y | -13.1% | +102.7% | -115.8% | -29.5% |
| 5Y | +26.7% | +187.6% | -160.9% | -6.1% |
| 10Y | +721.5% | +420.1% | +301.4% | +411.2% |
| All | +49,043.4% | +9,964.6% | +39,078.8% | +24,603.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 all: compounded portfolio wealth divided by compounded IRM 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…
all analysis · Full analysis span regression · 6 months rolling