+127.0%
IBB vs XPO
+1,410.5%
-1,283.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.3% |
| 7D | -3.9% | -0.9% | -3.0% | -3.7% |
| 30D | +2.7% | -8.1% | +10.8% | +4.3% |
| 3M | +21.4% | -19.0% | +40.4% | +26.1% |
| 6M | +20.1% | -5.2% | +25.3% | +20.5% |
| YTD | +21.9% | +35.6% | -13.7% | +13.1% |
| 1Y | +44.1% | +41.1% | +3.0% | +32.0% |
| 3Y | +63.4% | +157.9% | -94.6% | +26.9% |
| 5Y | +19.8% | +265.6% | -245.9% | -17.8% |
| 10Y | +127.0% | +1,516.8% | -1,389.8% | +6.3% |
| All | +127.0% | +1,410.5% | -1,283.4% | +6.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling