+1,386.2%
IGV vs XPO
+10,152.6%
-8,766.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.3% | -1.6% |
| 7D | -3.3% | +2.7% | -6.0% | -3.7% |
| 30D | 0.0% | -6.2% | +6.2% | +0.7% |
| 3M | +7.3% | -15.4% | +22.7% | +9.4% |
| 6M | +16.7% | +0.7% | +16.0% | +16.0% |
| YTD | -2.8% | +39.8% | -42.7% | -7.8% |
| 1Y | -6.7% | +43.3% | -50.0% | -12.0% |
| 3Y | +41.1% | +166.0% | -124.9% | +21.3% |
| 5Y | +22.0% | +274.2% | -252.2% | -1.3% |
| 10Y | +357.9% | +1,429.0% | -1,071.1% | +220.6% |
| All | +1,386.2% | +10,152.6% | -8,766.4% | +828.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling