+56.0%
IWF vs XPO
+306.2%
-250.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.4% | -1.7% |
| 7D | +2.8% | +9.0% | -6.2% | +0.6% |
| 30D | -7.5% | +4.2% | -11.7% | -8.6% |
| 3M | -8.5% | -8.7% | +0.2% | -6.7% |
| 6M | -7.4% | -2.8% | -4.7% | -7.4% |
| YTD | -2.6% | +41.9% | -44.5% | -12.8% |
| 1Y | -1.8% | +42.3% | -44.2% | -12.4% |
| 3Y | +65.5% | +127.3% | -61.8% | +22.5% |
| All | +56.0% | +306.2% | -250.2% | -11.9% |
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