+37,928.7%
ODFL vs IVZ
+1,088.7%
+36,840.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | -3.3% | -2.4% | -0.9% | -2.6% |
| 30D | -15.3% | +3.0% | -18.3% | -16.1% |
| 3M | -27.3% | +14.9% | -42.2% | -30.7% |
| 6M | -4.5% | +36.7% | -41.2% | -13.9% |
| YTD | +15.1% | +25.7% | -10.5% | +6.4% |
| 1Y | +21.1% | +47.7% | -26.6% | +6.3% |
| 3Y | -14.1% | +138.8% | -152.9% | -36.0% |
| 5Y | +26.6% | +62.1% | -35.5% | +4.0% |
| 10Y | +736.4% | +64.3% | +672.1% | +529.4% |
| All | +37,928.7% | +1,088.7% | +36,840.0% | +19,716.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling