+22.9%
IP vs XPO
+1,453.5%
-1,430.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.5% | -2.3% | +0.9% |
| 7D | -5.3% | +2.4% | -7.7% | -6.0% |
| 30D | -10.9% | -3.5% | -7.3% | -10.0% |
| 3M | +11.2% | -11.9% | +23.1% | +15.1% |
| 6M | -10.2% | -10.0% | -0.3% | -8.0% |
| YTD | -2.0% | +42.1% | -44.1% | -12.2% |
| 1Y | -19.1% | +47.6% | -66.7% | -28.9% |
| 3Y | +20.9% | +153.6% | -132.7% | -13.4% |
| 5Y | -17.8% | +266.5% | -284.3% | -50.4% |
| All | +22.9% | +1,453.5% | -1,430.6% | -53.3% |
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