+75.1%
IWF vs XPO
+261.3%
-186.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -0.9% | -5.7% | +4.7% | +0.5% |
| 30D | -1.7% | -12.8% | +11.1% | +1.6% |
| 3M | +0.7% | -20.0% | +20.6% | +6.0% |
| 6M | +8.6% | -6.0% | +14.6% | +9.3% |
| YTD | +3.5% | +34.0% | -30.5% | -5.7% |
| 1Y | +7.0% | +35.6% | -28.5% | -3.6% |
| 3Y | +76.3% | +152.3% | -76.0% | +26.0% |
| All | +75.1% | +261.3% | -186.2% | +2.1% |
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 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