+24.4%
IOT vs XPO
+151.0%
-126.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -4.5% | -5.7% | +1.1% | -2.8% |
| 30D | -2.4% | -12.8% | +10.4% | +1.7% |
| 3M | +19.0% | -20.0% | +38.9% | +27.0% |
| 6M | +19.6% | -6.0% | +25.7% | +20.1% |
| YTD | +8.3% | +34.0% | -25.8% | -7.5% |
| 1Y | -0.8% | +35.6% | -36.4% | -16.1% |
| 3Y | +24.4% | +152.3% | -127.9% | -26.4% |
| All | +24.4% | +151.0% | -126.6% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling