+26.5%
IP vs XPO
+1,334.3%
-1,307.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.8% |
| 7D | -5.1% | -6.7% | +1.6% | -3.1% |
| 30D | +8.5% | -1.9% | +10.4% | +9.0% |
| 3M | -13.8% | -9.9% | -4.0% | -11.4% |
| 6M | +5.7% | -16.4% | +22.1% | +10.8% |
| YTD | -9.1% | +30.2% | -39.3% | -16.6% |
| 1Y | -0.8% | +29.9% | -30.7% | -8.9% |
| 3Y | +14.8% | +122.6% | -107.8% | -14.2% |
| 5Y | -11.5% | +278.9% | -290.4% | -47.3% |
| All | +26.5% | +1,334.3% | -1,307.8% | -49.6% |
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 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