+22.4%
IP vs XPO
+1,289.5%
-1,267.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.5% |
| 7D | -2.8% | +0.5% | -3.3% | -2.9% |
| 30D | +9.2% | +4.7% | +4.5% | +7.6% |
| 3M | -16.1% | -7.1% | -9.1% | -14.6% |
| 6M | +9.6% | -6.3% | +15.8% | +11.1% |
| YTD | -8.8% | +39.1% | -47.8% | -17.9% |
| 1Y | -5.5% | +36.7% | -42.2% | -14.6% |
| 3Y | +19.6% | +127.4% | -107.8% | -11.2% |
| 5Y | -13.5% | +315.0% | -328.4% | -49.9% |
| 10Y | +22.4% | +1,263.5% | -1,241.0% | -52.7% |
| All | +22.4% | +1,289.5% | -1,267.0% | -52.7% |
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