-92.0%
IOVA vs XPO
+5,740.3%
-5,832.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.5% | -3.5% | -0.2% |
| 7D | +9.7% | +2.4% | +7.3% | +8.9% |
| 30D | +102.5% | -3.5% | +106.1% | +103.8% |
| 3M | +100.7% | -11.9% | +112.6% | +106.1% |
| 6M | +106.3% | -10.0% | +116.3% | +108.8% |
| YTD | +222.0% | +42.1% | +179.9% | +183.0% |
| 1Y | +299.5% | +47.6% | +251.9% | +244.7% |
| 3Y | +42.9% | +153.6% | -110.7% | +4.4% |
| 5Y | -65.0% | +266.5% | -331.5% | -77.9% |
| 10Y | +10.3% | +1,460.4% | -1,450.2% | -56.2% |
| All | -92.0% | +5,740.3% | -5,832.3% | -97.6% |
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