+23.1%
IGV vs XPO
+261.3%
-238.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -2.9% | -5.7% | +2.7% | -1.4% |
| 30D | -1.5% | -12.8% | +11.3% | +2.1% |
| 3M | +11.7% | -20.0% | +31.7% | +18.2% |
| 6M | +18.4% | -6.0% | +24.5% | +18.9% |
| YTD | -3.9% | +34.0% | -38.0% | -14.3% |
| 1Y | -9.7% | +35.6% | -45.2% | -20.4% |
| 3Y | +38.4% | +152.3% | -113.9% | -6.7% |
| All | +23.1% | +261.3% | -238.1% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling