+726.7%
IWD vs XPO
+10,052.8%
-9,326.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +1.6% | -1.5% | +3.1% | +1.7% |
| 30D | +3.6% | +2.6% | +1.0% | +3.2% |
| 3M | +2.0% | -6.1% | +8.2% | +2.6% |
| 6M | +13.1% | -8.0% | +21.0% | +13.7% |
| YTD | +26.2% | +38.5% | -12.3% | +21.1% |
| 1Y | +29.6% | +35.0% | -5.4% | +24.5% |
| 3Y | +84.3% | +126.5% | -42.1% | +65.0% |
| 5Y | +73.4% | +315.4% | -242.0% | +42.9% |
| 10Y | +202.4% | +1,272.1% | -1,069.7% | +122.1% |
| All | +726.7% | +10,052.8% | -9,326.1% | +435.7% |
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