+37.0%
IVZ vs XPO
+306.2%
-269.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.1% | +1.5% |
| 7D | +7.6% | +9.0% | -1.4% | +4.3% |
| 30D | +4.3% | +4.2% | +0.2% | +2.7% |
| 3M | -9.3% | -8.7% | -0.7% | -6.6% |
| 6M | +5.2% | -2.8% | +8.0% | +5.3% |
| YTD | +13.4% | +41.9% | -28.4% | -3.2% |
| 1Y | +25.4% | +42.3% | -16.9% | +6.6% |
| 3Y | +152.5% | +127.3% | +25.2% | +67.7% |
| All | +37.0% | +306.2% | -269.2% | -36.0% |
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