+16.1%
ICE vs XPO
-2.1%
+18.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.9% | +0.4% |
| 7D | +3.6% | +9.0% | -5.3% | +4.0% |
| 30D | +15.1% | +4.2% | +10.9% | +15.2% |
| 3M | +15.4% | -8.7% | +24.0% | +14.3% |
| 6M | +16.1% | -2.8% | +18.9% | +16.6% |
| All | +16.1% | -2.1% | +18.3% | +16.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling