+550.4%
ODFL vs IWD
+203.8%
+346.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -5.4% | +1.6% | -7.0% | -7.0% |
| 30D | -7.7% | +3.6% | -11.3% | -11.1% |
| 3M | -20.8% | +2.0% | -22.9% | -22.6% |
| 6M | -15.0% | +13.1% | -28.1% | -25.7% |
| YTD | +7.6% | +26.2% | -18.6% | -16.0% |
| 1Y | +22.7% | +29.6% | -6.8% | -6.8% |
| 3Y | -12.9% | +84.3% | -97.2% | -53.3% |
| 5Y | -0.1% | +73.4% | -73.5% | -42.0% |
| 10Y | +550.4% | +202.4% | +348.0% | +107.7% |
| All | +550.4% | +203.8% | +346.6% | +107.7% |
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