+4,426.5%
IDXX vs XPO
+9,727.5%
-5,301.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -5.7% | -5.7% | -0.1% | -5.1% |
| 30D | -11.5% | -12.8% | +1.3% | -10.2% |
| 3M | -9.5% | -20.0% | +10.4% | -7.4% |
| 6M | -16.0% | -6.0% | -9.9% | -15.6% |
| YTD | -25.4% | +34.0% | -59.4% | -28.3% |
| 1Y | -21.8% | +35.6% | -57.3% | -25.1% |
| 3Y | +7.0% | +152.3% | -145.3% | -5.7% |
| 5Y | -26.0% | +264.4% | -290.3% | -38.2% |
| 10Y | +358.9% | +1,498.6% | -1,139.7% | +238.9% |
| All | +4,426.5% | +9,727.5% | -5,301.0% | +2,799.7% |
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