+310.3%
IVV vs XPO
+1,266.4%
-956.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.9% |
| 7D | +2.6% | +9.0% | -6.4% | +0.6% |
| 30D | -2.0% | +4.2% | -6.2% | -3.0% |
| 3M | -2.8% | -8.7% | +5.9% | -1.1% |
| 6M | +2.2% | -2.8% | +4.9% | +2.1% |
| YTD | +11.5% | +41.9% | -30.3% | +1.4% |
| 1Y | +13.5% | +42.3% | -28.8% | +2.9% |
| 3Y | +78.1% | +127.3% | -49.2% | +38.8% |
| 5Y | +73.1% | +306.4% | -233.3% | +11.5% |
| All | +310.3% | +1,266.4% | -956.1% | +104.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling