+84.3%
IWD vs XPO
+132.3%
-48.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +1.6% | -1.5% | +3.1% | +1.8% |
| 30D | +3.6% | +2.6% | +1.0% | +3.1% |
| 3M | +2.0% | -6.1% | +8.2% | +2.8% |
| 6M | +13.1% | -8.0% | +21.0% | +14.0% |
| YTD | +26.2% | +38.5% | -12.3% | +18.6% |
| 1Y | +29.6% | +35.0% | -5.4% | +22.1% |
| 3Y | +84.3% | +126.5% | -42.1% | +59.1% |
| All | +84.3% | +132.3% | -48.0% | +59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling