+325.8%
IVZ vs XPO
+10,316.6%
-9,990.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.5% | -3.4% | +0.2% |
| 7D | +0.6% | +2.4% | -1.8% | +0.1% |
| 30D | +4.0% | -3.5% | +7.5% | +4.7% |
| 3M | +18.2% | -11.9% | +30.1% | +21.0% |
| 6M | +32.8% | -10.0% | +42.8% | +34.9% |
| YTD | +28.7% | +42.1% | -13.3% | +18.6% |
| 1Y | +55.4% | +47.6% | +7.8% | +41.5% |
| 3Y | +135.2% | +153.6% | -18.4% | +88.5% |
| 5Y | +64.2% | +266.5% | -202.3% | +19.5% |
| 10Y | +64.6% | +1,460.4% | -1,395.8% | -5.5% |
| All | +325.8% | +10,316.6% | -9,990.8% | +83.2% |
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