+45,118.2%
ODFL vs IWD
+726.5%
+44,391.7%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.7% |
| 7D | -6.3% | -0.3% | -6.0% | -6.0% |
| 30D | -13.6% | +0.6% | -14.2% | -14.1% |
| 3M | -24.2% | +7.2% | -31.4% | -29.3% |
| 6M | -13.8% | +16.2% | -30.0% | -25.7% |
| YTD | +19.0% | +23.3% | -4.3% | -3.1% |
| 1Y | +25.7% | +29.6% | -3.9% | -2.4% |
| 3Y | -13.1% | +70.5% | -83.6% | -47.7% |
| 5Y | +26.7% | +73.5% | -46.8% | -23.5% |
| 10Y | +721.5% | +198.3% | +523.2% | +191.1% |
| All | +45,118.2% | +726.5% | +44,391.7% | +7,927.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling