-63.2%
IOVA vs XPO
+271.9%
-335.2%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | +5.1% | +2.7% | +2.4% | +4.1% |
| 30D | +37.2% | -6.2% | +43.4% | +40.0% |
| 3M | +117.5% | -15.4% | +132.9% | +128.4% |
| 6M | +69.6% | +0.7% | +68.8% | +65.7% |
| YTD | +218.7% | +39.8% | +178.8% | +167.3% |
| 1Y | +265.5% | +43.3% | +222.2% | +199.8% |
| 3Y | +46.2% | +166.0% | -119.8% | -8.3% |
| 5Y | -63.2% | +274.2% | -337.4% | -81.2% |
| All | -63.2% | +271.9% | -335.2% | -81.2% |
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