+41.3%
ICE vs XPO
+153.8%
-112.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.6% |
| 7D | -0.9% | -0.9% | +0.1% | -0.8% |
| 30D | +4.0% | -8.1% | +12.1% | +4.6% |
| 3M | +11.0% | -19.0% | +30.0% | +12.6% |
| 6M | -5.0% | -5.2% | +0.2% | -5.0% |
| YTD | -2.7% | +35.6% | -38.3% | -6.2% |
| 1Y | -8.6% | +41.1% | -49.7% | -12.5% |
| All | +41.3% | +153.8% | -112.6% | +20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling