-7.5%
IGV vs XPO
+38.8%
-46.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +0.9% |
| 7D | -7.5% | +3.5% | -11.0% | -7.6% |
| 30D | -5.6% | +2.8% | -8.5% | -5.8% |
| 3M | +1.5% | -7.5% | +9.0% | +1.9% |
| 6M | +17.1% | -5.9% | +23.1% | +17.4% |
| YTD | -2.0% | +38.4% | -40.4% | -5.1% |
| 1Y | -7.5% | +33.7% | -41.2% | -10.0% |
| All | -7.5% | +38.8% | -46.3% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 1y: compounded portfolio wealth divided by compounded XPO 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…
1y analysis · Full analysis span regression · 6 months rolling