+46,047.8%
ODFL vs IRM
+9,772.9%
+36,274.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | +5.8% | +6.8% | -1.0% | +4.1% |
| 30D | -5.3% | +2.6% | -7.9% | -6.1% |
| 3M | -19.0% | -9.5% | -9.5% | -17.1% |
| 6M | -7.5% | -8.5% | +1.0% | -5.8% |
| YTD | +11.8% | +40.3% | -28.5% | +1.3% |
| 1Y | +29.7% | +28.7% | +1.0% | +20.0% |
| 3Y | -9.1% | +111.8% | -121.0% | -27.3% |
| 5Y | +0.2% | +189.1% | -188.9% | -25.9% |
| 10Y | +566.3% | +519.8% | +46.5% | +298.9% |
| All | +46,047.8% | +9,772.9% | +36,274.9% | +23,153.2% |
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