+698.2%
IGV vs QXO
-8.6%
+706.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.6% |
| 7D | -5.4% | -8.7% | +3.3% | -5.3% |
| 30D | -2.6% | -21.0% | +18.3% | -2.5% |
| 3M | +10.5% | -18.4% | +28.9% | +10.6% |
| 6M | +18.2% | -43.0% | +61.2% | +18.5% |
| YTD | -4.2% | -36.3% | +32.1% | -4.0% |
| 1Y | -9.8% | -42.8% | +33.0% | -9.6% |
| 3Y | +39.1% | -45.8% | +84.9% | +37.2% |
| 5Y | +21.2% | -70.8% | +92.0% | +19.5% |
| 10Y | +361.5% | +36.3% | +325.2% | +353.4% |
| All | +698.2% | -8.6% | +706.8% | +704.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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