+43.0%
IBB vs XPO
+296.5%
-253.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.3% | -3.5% | +1.6% |
| 7D | +2.7% | -1.9% | +4.6% | +3.1% |
| 30D | +6.3% | +2.5% | +3.8% | +5.8% |
| 3M | +11.1% | -7.2% | +18.2% | +12.3% |
| 6M | +29.2% | -8.1% | +37.3% | +30.5% |
| YTD | +30.2% | +38.3% | -8.1% | +20.5% |
| 1Y | +39.5% | +33.6% | +5.9% | +29.8% |
| 3Y | +92.3% | +133.1% | -40.7% | +53.2% |
| 5Y | +43.0% | +308.9% | -265.9% | -8.0% |
| All | +43.0% | +296.5% | -253.5% | -8.0% |
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 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