+69.6%
IWM vs XPO
+133.2%
-63.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.6% | -0.9% |
| 7D | +1.4% | +9.0% | -7.5% | -0.8% |
| 30D | +2.3% | +4.2% | -1.9% | +1.1% |
| 3M | -8.3% | -8.7% | +0.3% | -6.4% |
| 6M | -1.3% | -2.8% | +1.4% | -1.3% |
| YTD | +13.5% | +41.9% | -28.4% | +1.8% |
| 1Y | +18.4% | +42.3% | -23.9% | +5.9% |
| 3Y | +69.6% | +127.3% | -57.6% | +33.0% |
| All | +69.6% | +133.2% | -63.6% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling