+780.8%
IBB vs XPO
+10,316.6%
-9,535.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.5% | -5.4% | -1.4% |
| 7D | +1.4% | +2.4% | -1.0% | +1.1% |
| 30D | +10.5% | -3.5% | +14.0% | +10.8% |
| 3M | +23.6% | -11.9% | +35.6% | +25.1% |
| 6M | +22.6% | -10.0% | +32.6% | +23.6% |
| YTD | +25.7% | +42.1% | -16.4% | +20.1% |
| 1Y | +51.4% | +47.6% | +3.8% | +43.7% |
| 3Y | +64.4% | +153.6% | -89.2% | +44.6% |
| 5Y | +22.1% | +266.5% | -244.4% | +1.2% |
| 10Y | +132.5% | +1,460.4% | -1,328.0% | +65.5% |
| All | +780.8% | +10,316.6% | -9,535.8% | +467.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling