+144.5%
IBM vs XPO
+1,410.5%
-1,266.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.1% | +6.4% | +3.9% |
| 7D | +3.6% | -0.9% | +4.5% | +3.7% |
| 30D | +1.5% | -8.1% | +9.6% | +2.9% |
| 3M | -12.9% | -19.0% | +6.1% | -9.8% |
| 6M | -3.9% | -5.2% | +1.3% | -3.6% |
| YTD | -17.3% | +35.6% | -52.9% | -22.6% |
| 1Y | -5.0% | +41.1% | -46.1% | -12.1% |
| 3Y | +78.2% | +157.9% | -79.7% | +41.5% |
| 5Y | +120.6% | +265.6% | -145.0% | +56.6% |
| 10Y | +144.5% | +1,516.8% | -1,372.3% | +18.7% |
| All | +144.5% | +1,410.5% | -1,266.0% | +18.7% |
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