+70.1%
IWD vs XPO
+153.8%
-83.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.1% |
| 7D | -1.2% | -0.9% | -0.2% | -1.1% |
| 30D | -1.6% | -8.1% | +6.5% | -0.5% |
| 3M | +7.0% | -19.0% | +26.0% | +10.3% |
| 6M | +17.0% | -5.2% | +22.1% | +17.3% |
| YTD | +21.6% | +35.6% | -13.9% | +14.9% |
| 1Y | +28.0% | +41.1% | -13.1% | +19.7% |
| All | +70.1% | +153.8% | -83.7% | +43.8% |
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