+17.6%
IP vs XPO
+1,266.4%
-1,248.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +0.8% |
| 7D | -0.3% | +9.0% | -9.3% | -2.8% |
| 30D | +7.9% | +4.2% | +3.8% | +6.6% |
| 3M | -15.3% | -8.7% | -6.7% | -13.3% |
| 6M | +10.5% | -2.8% | +13.3% | +10.9% |
| YTD | -9.4% | +41.9% | -51.2% | -18.9% |
| 1Y | -4.6% | +42.3% | -47.0% | -14.8% |
| 3Y | +21.2% | +127.3% | -106.0% | -9.9% |
| 5Y | -13.3% | +306.4% | -319.7% | -49.4% |
| All | +17.6% | +1,266.4% | -1,248.8% | -53.8% |
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