+416.2%
IBM vs XPO
+10,316.6%
-9,900.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.5% | -4.4% | -0.3% |
| 7D | -0.3% | +2.4% | -2.7% | -0.5% |
| 30D | +0.3% | -3.5% | +3.8% | +0.5% |
| 3M | -21.6% | -11.9% | -9.7% | -20.8% |
| 6M | -4.7% | -10.0% | +5.3% | -4.1% |
| YTD | -19.1% | +42.1% | -61.2% | -21.8% |
| 1Y | -2.5% | +47.6% | -50.1% | -6.3% |
| 3Y | +74.2% | +153.6% | -79.4% | +57.6% |
| 5Y | +113.1% | +266.5% | -153.4% | +83.7% |
| 10Y | +133.5% | +1,460.4% | -1,326.9% | +80.3% |
| All | +416.2% | +10,316.6% | -9,900.3% | +273.2% |
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