+1,883.6%
IBN vs XPO
+10,073.3%
-8,189.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | +5.7% | +6.9% | -1.1% | +4.9% |
| 30D | +20.5% | +4.1% | +16.4% | +19.8% |
| 3M | +15.2% | -9.7% | +25.0% | +16.5% |
| 6M | +34.5% | -3.8% | +38.3% | +34.6% |
| YTD | +16.4% | +38.8% | -22.4% | +11.0% |
| 1Y | +13.5% | +34.2% | -20.7% | +8.6% |
| 3Y | +55.4% | +126.9% | -71.5% | +35.7% |
| 5Y | +73.1% | +297.5% | -224.4% | +37.5% |
| 10Y | +383.7% | +1,260.5% | -876.8% | +228.8% |
| All | +1,883.6% | +10,073.3% | -8,189.7% | +1,066.6% |
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