+27.7%
ODFL vs IWD
+33.0%
-5.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | -3.4% |
| 7D | +3.5% | +2.5% | +1.0% | -0.9% |
| 30D | 0.0% | +6.0% | -6.0% | -9.5% |
| 3M | -18.1% | +3.8% | -21.8% | -23.2% |
| 6M | -6.4% | +16.3% | -22.7% | -30.2% |
| YTD | +14.9% | +27.5% | -12.6% | -28.0% |
| 1Y | +27.7% | +32.8% | -5.1% | -26.0% |
| All | +27.7% | +33.0% | -5.4% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling