+23.7%
IP vs XPO
+1,356.2%
-1,332.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | 0.0% | -1.5% | +1.6% | +0.4% |
| 30D | +9.4% | +2.6% | +6.8% | +8.5% |
| 3M | -14.1% | -6.1% | -7.9% | -12.7% |
| 6M | +9.2% | -8.0% | +17.1% | +11.3% |
| YTD | -7.5% | +38.5% | -46.0% | -16.7% |
| 1Y | -2.8% | +35.0% | -37.8% | -11.8% |
| 3Y | +21.2% | +126.5% | -105.2% | -9.8% |
| 5Y | -11.5% | +315.4% | -326.9% | -48.8% |
| 10Y | +23.7% | +1,272.1% | -1,248.5% | -52.0% |
| All | +23.7% | +1,356.2% | -1,332.5% | -52.0% |
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