+179.3%
IJH vs XPO
+1,516.3%
-1,337.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -1.9% | -5.7% | +3.8% | -0.2% |
| 30D | -4.6% | -12.8% | +8.2% | -1.0% |
| 3M | -1.2% | -20.0% | +18.8% | +4.9% |
| 6M | +9.4% | -6.0% | +15.4% | +10.4% |
| YTD | +13.3% | +34.0% | -20.7% | +2.6% |
| 1Y | +13.4% | +35.6% | -22.2% | +1.5% |
| 3Y | +50.4% | +152.3% | -101.9% | +6.8% |
| 5Y | +49.0% | +264.4% | -215.4% | -10.6% |
| All | +179.3% | +1,516.3% | -1,337.0% | +10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling