+68.2%
IVV vs XPO
+275.5%
-207.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.3% |
| 7D | -2.7% | -6.7% | +4.0% | -1.3% |
| 30D | -5.4% | -1.9% | -3.5% | -5.1% |
| 3M | -4.1% | -9.9% | +5.8% | -2.2% |
| 6M | +0.7% | -16.4% | +17.1% | +3.9% |
| YTD | +8.7% | +30.2% | -21.5% | +1.1% |
| 1Y | +11.0% | +29.9% | -18.9% | +3.0% |
| 3Y | +75.4% | +122.6% | -47.2% | +37.4% |
| All | +68.2% | +275.5% | -207.4% | +7.4% |
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