+45,286.3%
ODFL vs IRM
+9,844.9%
+35,441.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.2% |
| 7D | +0.6% | +8.6% | -8.0% | -1.5% |
| 30D | -6.3% | 0.0% | -6.3% | -6.4% |
| 3M | -19.1% | -7.1% | -12.0% | -17.8% |
| 6M | -9.9% | -7.9% | -2.0% | -8.5% |
| YTD | +9.9% | +41.3% | -31.4% | -0.6% |
| 1Y | +24.4% | +20.7% | +3.7% | +17.0% |
| 3Y | -11.0% | +112.2% | -123.2% | -28.8% |
| 5Y | -1.4% | +191.2% | -192.6% | -27.2% |
| 10Y | +555.3% | +524.3% | +31.0% | +291.6% |
| All | +45,286.3% | +9,844.9% | +35,441.4% | +22,727.6% |
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