+20.9%
IBB vs XPO
+271.9%
-251.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.9% |
| 7D | -1.7% | +2.7% | -4.3% | -2.2% |
| 30D | +4.9% | -6.2% | +11.0% | +6.0% |
| 3M | +24.2% | -15.4% | +39.6% | +27.8% |
| 6M | +23.8% | +0.7% | +23.1% | +22.8% |
| YTD | +23.0% | +39.8% | -16.9% | +13.7% |
| 1Y | +46.2% | +43.3% | +2.9% | +33.8% |
| 3Y | +64.8% | +166.0% | -101.2% | +27.1% |
| 5Y | +20.9% | +274.2% | -253.3% | -20.4% |
| All | +20.9% | +271.9% | -251.0% | -20.4% |
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