+80.1%
IVV vs XPO
+165.6%
-85.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.9% | -1.2% |
| 7D | +0.1% | +2.4% | -2.3% | -0.3% |
| 30D | +0.1% | -3.5% | +3.6% | +0.6% |
| 3M | +2.0% | -11.9% | +13.9% | +3.9% |
| 6M | +13.0% | -10.0% | +23.0% | +14.3% |
| YTD | +13.6% | +42.1% | -28.5% | +5.6% |
| 1Y | +20.1% | +47.6% | -27.5% | +10.3% |
| All | +80.1% | +165.6% | -85.5% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling