+86.6%
IONS vs XPO
+1,534.7%
-1,448.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.8% | -0.6% |
| 7D | -8.7% | -0.9% | -7.7% | -8.5% |
| 30D | -1.6% | -8.1% | +6.5% | 0.0% |
| 3M | -24.9% | -19.0% | -5.8% | -21.9% |
| 6M | -25.7% | -5.2% | -20.5% | -25.6% |
| YTD | -29.2% | +35.6% | -64.8% | -34.7% |
| 1Y | -13.0% | +41.1% | -54.1% | -20.9% |
| 3Y | +35.9% | +157.9% | -122.0% | +3.2% |
| 5Y | +54.5% | +265.6% | -211.1% | +2.3% |
| All | +86.6% | +1,534.7% | -1,448.1% | -38.4% |
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