+27.1%
ODFL vs IWF
+71.2%
-44.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | 0.0% |
| 7D | -2.8% | -1.7% | -1.1% | -1.4% |
| 30D | -13.7% | -1.8% | -11.8% | -12.3% |
| 3M | -23.4% | +1.5% | -24.8% | -24.7% |
| 6M | -7.2% | +7.7% | -14.9% | -13.5% |
| YTD | +15.6% | +2.7% | +12.9% | +12.1% |
| 1Y | +24.2% | +6.8% | +17.4% | +15.8% |
| 3Y | -12.8% | +76.9% | -89.6% | -50.1% |
| 5Y | +27.1% | +73.4% | -46.3% | -29.4% |
| All | +27.1% | +71.2% | -44.0% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 5y: compounded portfolio wealth divided by compounded IWF 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…
5y analysis · Full analysis span regression · 6 months rolling