+40.0%
ICE vs XPO
+257.8%
-217.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | -5.3% | -1.3% | -4.0% | -5.2% |
| 30D | +3.0% | -10.4% | +13.4% | +4.4% |
| 3M | +11.4% | -15.7% | +27.1% | +13.7% |
| 6M | -2.0% | -6.3% | +4.3% | -1.9% |
| YTD | -3.1% | +34.2% | -37.3% | -8.4% |
| 1Y | -8.4% | +39.9% | -48.3% | -14.2% |
| 3Y | +40.7% | +155.2% | -114.5% | +13.4% |
| 5Y | +40.0% | +264.7% | -224.7% | +0.1% |
| All | +40.0% | +257.8% | -217.8% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling