+112.0%
IBM vs XPO
+271.9%
-160.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.0% |
| 7D | +0.3% | +2.7% | -2.4% | 0.0% |
| 30D | -1.5% | -6.2% | +4.7% | -0.8% |
| 3M | -16.8% | -15.4% | -1.4% | -15.2% |
| 6M | -9.0% | +0.7% | -9.8% | -9.5% |
| YTD | -20.1% | +39.8% | -59.9% | -23.6% |
| 1Y | -7.0% | +43.3% | -50.3% | -11.6% |
| 3Y | +72.4% | +166.0% | -93.7% | +50.3% |
| 5Y | +112.0% | +274.2% | -162.2% | +69.5% |
| All | +112.0% | +271.9% | -160.0% | +69.5% |
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