+441.1%
IBM vs XPO
+10,052.8%
-9,611.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.5% | -1.5% | 0.0% | -1.4% |
| 30D | +8.4% | +2.6% | +5.8% | +8.1% |
| 3M | +4.2% | -6.1% | +10.3% | +4.6% |
| 6M | +7.9% | -8.0% | +15.9% | +8.4% |
| YTD | -15.2% | +38.5% | -53.7% | -17.9% |
| 1Y | -18.7% | +35.0% | -53.7% | -21.2% |
| 3Y | +79.2% | +126.5% | -47.3% | +63.9% |
| 5Y | +144.7% | +315.4% | -170.7% | +108.9% |
| 10Y | +141.6% | +1,272.1% | -1,130.5% | +87.6% |
| All | +441.1% | +10,052.8% | -9,611.6% | +291.8% |
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