+746.5%
ODFL vs IWD
+195.0%
+551.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.1% |
| 7D | -3.0% | -1.2% | -1.8% | -1.8% |
| 30D | -14.3% | -1.6% | -12.6% | -12.7% |
| 3M | -26.7% | +7.0% | -33.7% | -32.0% |
| 6M | -7.5% | +17.0% | -24.4% | -22.0% |
| YTD | +16.5% | +21.6% | -5.1% | -5.4% |
| 1Y | +23.5% | +28.0% | -4.5% | -4.9% |
| 3Y | -12.1% | +70.6% | -82.6% | -48.9% |
| 5Y | +28.9% | +73.3% | -44.4% | -24.7% |
| 10Y | +746.5% | +200.5% | +546.0% | +183.9% |
| All | +746.5% | +195.0% | +551.5% | +183.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling