+1,647.7%
IBN vs XPO
+10,316.6%
-8,668.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.5% | -5.2% | -1.3% |
| 7D | +1.4% | +2.4% | -1.0% | +1.1% |
| 30D | -0.3% | -3.5% | +3.2% | 0.0% |
| 3M | +17.1% | -11.9% | +29.0% | +18.7% |
| 6M | +3.4% | -10.0% | +13.4% | +4.3% |
| YTD | +2.5% | +42.1% | -39.6% | -2.4% |
| 1Y | -4.2% | +47.6% | -51.8% | -9.5% |
| 3Y | +32.4% | +153.6% | -121.2% | +13.9% |
| 5Y | +59.2% | +266.5% | -207.3% | +27.7% |
| 10Y | +345.7% | +1,460.4% | -1,114.8% | +199.4% |
| All | +1,647.7% | +10,316.6% | -8,668.9% | +926.3% |
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