+27.3%
ODFL vs IVZ
+61.1%
-33.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.9% |
| 7D | -3.3% | -2.4% | -0.9% | -2.3% |
| 30D | -15.3% | +3.0% | -18.3% | -16.4% |
| 3M | -27.3% | +14.9% | -42.2% | -32.1% |
| 6M | -4.5% | +36.7% | -41.2% | -17.9% |
| YTD | +15.1% | +25.7% | -10.5% | +2.6% |
| 1Y | +21.1% | +47.7% | -26.6% | -0.1% |
| 3Y | -14.1% | +138.8% | -152.9% | -45.0% |
| All | +27.3% | +61.1% | -33.8% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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