-3.3%
IDXX vs XPO
+38.8%
-42.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.6% | +4.2% |
| 7D | +24.1% | +3.5% | +20.6% | +23.5% |
| 30D | +32.5% | +2.8% | +29.7% | +31.9% |
| 3M | +18.8% | -7.5% | +26.3% | +20.0% |
| 6M | +24.0% | -5.9% | +30.0% | +24.8% |
| YTD | +3.3% | +38.4% | -35.1% | -1.4% |
| 1Y | -3.3% | +33.7% | -37.0% | -7.3% |
| All | -3.3% | +38.8% | -42.0% | -7.3% |
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