+990.2%
IBKR vs XPO
+1,516.3%
-526.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -1.3% | -5.7% | +4.3% | +0.3% |
| 30D | -0.2% | -12.8% | +12.6% | +3.7% |
| 3M | +3.0% | -20.0% | +22.9% | +9.2% |
| 6M | +33.9% | -6.0% | +39.9% | +35.3% |
| YTD | +42.5% | +34.0% | +8.5% | +29.6% |
| 1Y | +44.9% | +35.6% | +9.3% | +30.5% |
| 3Y | +293.0% | +152.3% | +140.7% | +184.8% |
| 5Y | +497.7% | +264.4% | +233.3% | +268.3% |
| All | +990.2% | +1,516.3% | -526.1% | +299.0% |
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 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