+2,316.3%
ICE vs XPO
+18,266.1%
-15,949.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.5% | -6.5% | -2.6% |
| 7D | -0.7% | +2.4% | -3.1% | -1.0% |
| 30D | +7.6% | -3.5% | +11.2% | +8.0% |
| 3M | +13.9% | -11.9% | +25.9% | +15.5% |
| 6M | -2.4% | -10.0% | +7.6% | -1.7% |
| YTD | +0.3% | +42.1% | -41.8% | -5.3% |
| 1Y | -6.4% | +47.6% | -54.0% | -12.3% |
| 3Y | +43.1% | +153.6% | -110.5% | +21.2% |
| 5Y | +42.1% | +266.5% | -224.4% | +11.3% |
| 10Y | +220.9% | +1,460.4% | -1,239.5% | +100.5% |
| All | +2,316.3% | +18,266.1% | -15,949.8% | +901.6% |
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 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