-9.5%
ICE vs XPO
+39.1%
-48.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -2.4% | -5.7% | +3.3% | -2.3% |
| 30D | +4.0% | -12.8% | +16.8% | +4.3% |
| 3M | +13.7% | -20.0% | +33.6% | +14.4% |
| 6M | +0.9% | -6.0% | +7.0% | +0.6% |
| YTD | -2.1% | +34.0% | -36.2% | -5.5% |
| 1Y | -9.5% | +35.6% | -45.1% | -12.3% |
| All | -9.5% | +39.1% | -48.6% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling