+73.3%
IWD vs XPO
+262.4%
-189.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | 0.0% |
| 7D | -1.2% | -0.9% | -0.2% | -1.0% |
| 30D | -1.6% | -8.1% | +6.5% | -0.3% |
| 3M | +7.0% | -19.0% | +26.0% | +10.8% |
| 6M | +17.0% | -5.2% | +22.1% | +17.3% |
| YTD | +21.6% | +35.6% | -13.9% | +13.8% |
| 1Y | +28.0% | +41.1% | -13.1% | +18.3% |
| 3Y | +70.6% | +157.9% | -87.4% | +35.0% |
| 5Y | +73.3% | +265.6% | -192.3% | +19.3% |
| All | +73.3% | +262.4% | -189.1% | +19.3% |
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