+708.0%
IWD vs XPO
+10,316.6%
-9,608.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.5% | -5.2% | -1.2% |
| 7D | -0.3% | +2.4% | -2.7% | -0.6% |
| 30D | +0.6% | -3.5% | +4.1% | +0.9% |
| 3M | +7.2% | -11.9% | +19.2% | +8.5% |
| 6M | +16.2% | -10.0% | +26.2% | +17.1% |
| YTD | +23.3% | +42.1% | -18.7% | +18.1% |
| 1Y | +29.6% | +47.6% | -18.0% | +23.2% |
| 3Y | +70.5% | +153.6% | -83.1% | +50.6% |
| 5Y | +73.5% | +266.5% | -193.0% | +44.6% |
| 10Y | +198.3% | +1,460.4% | -1,262.1% | +117.2% |
| All | +708.0% | +10,316.6% | -9,608.6% | +422.6% |
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