+44.6%
IVZ vs XPO
+1,356.2%
-1,311.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +2.2% | -1.5% | +3.7% | +2.9% |
| 30D | -2.2% | +2.6% | -4.8% | -3.2% |
| 3M | -8.4% | -6.1% | -2.3% | -6.5% |
| 6M | +6.2% | -8.0% | +14.1% | +8.5% |
| YTD | +12.4% | +38.5% | -26.1% | -3.8% |
| 1Y | +26.0% | +35.0% | -9.0% | +8.8% |
| 3Y | +147.9% | +126.5% | +21.4% | +63.0% |
| 5Y | +38.8% | +315.4% | -276.6% | -34.1% |
| 10Y | +44.6% | +1,272.1% | -1,227.6% | -58.8% |
| All | +44.6% | +1,356.2% | -1,311.6% | -58.8% |
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