+356.3%
IGV vs XPO
+1,517.7%
-1,161.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -5.4% | -1.3% | -4.0% | -5.1% |
| 30D | -2.6% | -10.4% | +7.7% | 0.0% |
| 3M | +10.5% | -15.7% | +26.2% | +14.9% |
| 6M | +18.2% | -6.3% | +24.5% | +18.8% |
| YTD | -4.2% | +34.2% | -38.4% | -13.4% |
| 1Y | -9.8% | +39.9% | -49.8% | -20.0% |
| 3Y | +39.1% | +155.2% | -116.1% | +0.1% |
| 5Y | +21.2% | +264.7% | -243.5% | -25.2% |
| All | +356.3% | +1,517.7% | -1,161.4% | +101.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling