+27.4%
IVZ vs XPO
+275.5%
-248.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -2.4% | -6.7% | +4.2% | +0.1% |
| 30D | -11.2% | -1.9% | -9.3% | -10.7% |
| 3M | -14.0% | -9.9% | -4.1% | -11.0% |
| 6M | +0.5% | -16.4% | +16.8% | +6.2% |
| YTD | +5.4% | +30.2% | -24.8% | -7.2% |
| 1Y | +19.5% | +29.9% | -10.4% | +5.0% |
| 3Y | +128.7% | +122.6% | +6.1% | +52.5% |
| All | +27.4% | +275.5% | -248.2% | -38.3% |
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