+45,395.6%
ODFL vs IWF
+724.4%
+44,671.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.9% |
| 7D | +0.2% | +1.5% | -1.3% | -1.1% |
| 30D | -13.4% | -1.3% | -12.2% | -12.4% |
| 3M | -24.2% | +0.1% | -24.3% | -24.6% |
| 6M | -3.3% | +10.3% | -13.6% | -11.8% |
| YTD | +19.8% | +4.2% | +15.6% | +14.6% |
| 1Y | +24.5% | +9.3% | +15.2% | +13.9% |
| 3Y | -9.6% | +79.3% | -89.0% | -47.0% |
| 5Y | +28.0% | +73.8% | -45.7% | -22.8% |
| 10Y | +735.3% | +410.9% | +324.4% | +96.0% |
| All | +45,395.6% | +724.4% | +44,671.1% | +5,836.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling