+38.9%
IGV vs XPO
+153.8%
-115.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.2% | -0.2% |
| 7D | -1.5% | -0.9% | -0.6% | -1.4% |
| 30D | -3.0% | -8.1% | +5.1% | -1.5% |
| 3M | +9.6% | -19.0% | +28.6% | +13.9% |
| 6M | +16.1% | -5.2% | +21.3% | +16.2% |
| YTD | -3.6% | +35.6% | -39.2% | -12.0% |
| 1Y | -7.8% | +41.1% | -48.9% | -17.2% |
| All | +38.9% | +153.8% | -115.0% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling