-4.6%
IP vs XPO
+38.7%
-43.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +0.5% |
| 7D | -0.3% | +9.0% | -9.3% | -3.8% |
| 30D | +7.9% | +4.2% | +3.8% | +5.9% |
| 3M | -15.3% | -8.7% | -6.7% | -12.3% |
| 6M | +10.5% | -2.8% | +13.3% | +10.9% |
| YTD | -9.4% | +41.9% | -51.2% | -26.0% |
| 1Y | -4.6% | +42.3% | -47.0% | -23.0% |
| All | -4.6% | +38.7% | -43.4% | -23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling