+777.5%
IONS vs XPO
+10,316.6%
-9,539.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.5% | -4.6% | -0.7% |
| 7D | -4.8% | +2.4% | -7.3% | -5.2% |
| 30D | +7.2% | -3.5% | +10.7% | +7.6% |
| 3M | -22.7% | -11.9% | -10.7% | -21.5% |
| 6M | -26.9% | -10.0% | -16.9% | -26.2% |
| YTD | -26.6% | +42.1% | -68.6% | -30.8% |
| 1Y | -2.1% | +47.6% | -49.7% | -8.6% |
| 3Y | +43.4% | +153.6% | -110.1% | +21.1% |
| 5Y | +47.0% | +266.5% | -219.5% | +14.5% |
| 10Y | +97.2% | +1,460.4% | -1,363.3% | +22.6% |
| All | +777.5% | +10,316.6% | -9,539.1% | +317.6% |
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