+313.7%
IVV vs XPO
+1,450.2%
-1,136.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.3% |
| 7D | +0.5% | +2.7% | -2.2% | -0.1% |
| 30D | -1.0% | -6.2% | +5.2% | +0.3% |
| 3M | +3.9% | -15.4% | +19.3% | +7.4% |
| 6M | +14.5% | +0.7% | +13.8% | +13.4% |
| YTD | +12.9% | +39.8% | -26.9% | +3.2% |
| 1Y | +19.4% | +43.3% | -23.9% | +7.8% |
| 3Y | +78.8% | +166.0% | -87.2% | +34.0% |
| 5Y | +82.2% | +274.2% | -192.0% | +19.7% |
| 10Y | +313.7% | +1,429.0% | -1,115.4% | +95.5% |
| All | +313.7% | +1,450.2% | -1,136.5% | +95.5% |
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