+248.7%
IVZ vs XPO
+9,445.4%
-9,196.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -2.4% | -6.7% | +4.2% | -1.0% |
| 30D | -11.2% | -1.9% | -9.3% | -10.9% |
| 3M | -14.0% | -9.9% | -4.1% | -12.3% |
| 6M | +0.5% | -16.4% | +16.8% | +3.7% |
| YTD | +5.4% | +30.2% | -24.8% | -1.2% |
| 1Y | +19.5% | +29.9% | -10.4% | +12.0% |
| 3Y | +128.7% | +122.6% | +6.1% | +88.5% |
| 5Y | +28.8% | +278.9% | -250.1% | -6.6% |
| 10Y | +52.3% | +1,375.3% | -1,323.0% | -11.4% |
| All | +248.7% | +9,445.4% | -9,196.7% | +52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling