+38.2%
IWM vs XPO
+262.4%
-224.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -0.5% |
| 7D | -1.1% | -0.9% | -0.2% | -0.9% |
| 30D | -3.1% | -8.1% | +5.0% | -0.9% |
| 3M | +2.2% | -19.0% | +21.3% | +8.0% |
| 6M | +15.1% | -5.2% | +20.3% | +15.7% |
| YTD | +18.6% | +35.6% | -17.0% | +6.8% |
| 1Y | +24.0% | +41.1% | -17.1% | +9.6% |
| 3Y | +63.7% | +157.9% | -94.2% | +15.1% |
| 5Y | +38.2% | +265.6% | -227.4% | -20.3% |
| All | +38.2% | +262.4% | -224.2% | -20.3% |
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