+441.5%
IBM vs XPO
+10,073.3%
-9,631.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -0.3% | +6.9% | -7.2% | -0.9% |
| 30D | +6.8% | +4.1% | +2.6% | +6.3% |
| 3M | +4.4% | -9.7% | +14.1% | +5.2% |
| 6M | +13.2% | -3.8% | +17.0% | +13.3% |
| YTD | -15.1% | +38.8% | -53.9% | -17.9% |
| 1Y | -20.2% | +34.2% | -54.4% | -22.6% |
| 3Y | +79.3% | +126.9% | -47.6% | +64.0% |
| 5Y | +147.5% | +297.5% | -150.0% | +112.0% |
| 10Y | +140.2% | +1,260.5% | -1,120.3% | +86.6% |
| All | +441.5% | +10,073.3% | -9,631.8% | +292.0% |
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 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