+315.4%
IBN vs XPO
+1,517.7%
-1,202.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.4% |
| 7D | -5.5% | -1.3% | -4.1% | -5.2% |
| 30D | -3.4% | -10.4% | +6.9% | -1.4% |
| 3M | +8.7% | -15.7% | +24.4% | +12.1% |
| 6M | +3.7% | -6.3% | +10.1% | +4.4% |
| YTD | -2.4% | +34.2% | -36.5% | -9.2% |
| 1Y | -8.1% | +39.9% | -48.0% | -15.9% |
| 3Y | +26.3% | +155.2% | -128.9% | -4.8% |
| 5Y | +54.9% | +264.7% | -209.7% | +1.6% |
| All | +315.4% | +1,517.7% | -1,202.3% | +79.8% |
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 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