+546.0%
ODFL vs IWD
+203.0%
+343.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.4% |
| 7D | +5.8% | +2.3% | +3.6% | +3.3% |
| 30D | -5.3% | +3.6% | -8.9% | -8.9% |
| 3M | -19.0% | +2.2% | -21.1% | -20.8% |
| 6M | -7.5% | +13.0% | -20.4% | -19.0% |
| YTD | +11.8% | +26.5% | -14.7% | -13.0% |
| 1Y | +29.7% | +30.1% | -0.5% | -2.0% |
| 3Y | -9.1% | +84.9% | -94.0% | -51.4% |
| 5Y | +0.2% | +73.4% | -73.1% | -41.8% |
| All | +546.0% | +203.0% | +343.0% | +108.0% |
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 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