+60.9%
IVZ vs XPO
+1,450.2%
-1,389.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.6% |
| 7D | +1.1% | +2.7% | -1.6% | 0.0% |
| 30D | +3.1% | -6.2% | +9.3% | +5.5% |
| 3M | +18.2% | -15.4% | +33.6% | +25.4% |
| 6M | +38.6% | +0.7% | +37.9% | +36.3% |
| YTD | +25.9% | +39.8% | -13.9% | +7.6% |
| 1Y | +51.7% | +43.3% | +8.4% | +27.0% |
| 3Y | +138.7% | +166.0% | -27.4% | +46.0% |
| 5Y | +62.8% | +274.2% | -211.4% | -19.5% |
| 10Y | +60.9% | +1,429.0% | -1,368.1% | -57.7% |
| All | +60.9% | +1,450.2% | -1,389.3% | -57.7% |
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