-44.9%
IONS vs XPO
+38.8%
-83.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | -10.6% | +3.5% | -14.1% | -11.0% |
| 30D | -7.7% | +2.8% | -10.5% | -8.1% |
| 3M | -27.1% | -7.5% | -19.6% | -26.6% |
| 6M | -46.8% | -5.9% | -40.8% | -46.8% |
| YTD | -49.2% | +38.4% | -87.6% | -52.3% |
| 1Y | -44.9% | +33.7% | -78.6% | -48.1% |
| All | -44.9% | +38.8% | -83.7% | -48.1% |
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 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