-1.7%
IP vs XPO
+33.1%
-34.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.3% | -3.4% | +0.3% |
| 7D | -3.0% | -1.9% | -1.1% | -2.3% |
| 30D | +10.6% | +2.5% | +8.1% | +9.3% |
| 3M | -13.6% | -7.2% | -6.4% | -11.2% |
| 6M | +10.4% | -8.1% | +18.5% | +13.5% |
| YTD | -6.5% | +38.3% | -44.8% | -22.0% |
| All | -1.7% | +33.1% | -34.8% | -17.2% |
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