+23.9%
IP vs XPO
+155.9%
-132.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.5% | -2.3% | +1.0% |
| 7D | -5.3% | +2.4% | -7.7% | -5.9% |
| 30D | -10.9% | -3.5% | -7.3% | -10.1% |
| 3M | +11.2% | -11.9% | +23.1% | +14.7% |
| 6M | -10.2% | -10.0% | -0.3% | -8.2% |
| YTD | -2.0% | +42.1% | -44.1% | -10.3% |
| 1Y | -19.1% | +47.6% | -66.7% | -26.9% |
| All | +23.9% | +155.9% | -132.0% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling