+138.4%
IP vs XPO
+10,316.6%
-10,178.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.5% | -2.3% | +1.5% |
| 7D | -5.3% | +2.4% | -7.7% | -5.6% |
| 30D | -10.9% | -3.5% | -7.3% | -10.4% |
| 3M | +11.2% | -11.9% | +23.1% | +13.2% |
| 6M | -10.2% | -10.0% | -0.3% | -9.0% |
| YTD | -2.0% | +42.1% | -44.1% | -7.2% |
| 1Y | -19.1% | +47.6% | -66.7% | -24.1% |
| 3Y | +20.9% | +153.6% | -132.7% | +3.2% |
| 5Y | -17.8% | +266.5% | -284.3% | -35.0% |
| 10Y | +23.5% | +1,460.4% | -1,436.9% | -18.4% |
| All | +138.4% | +10,316.6% | -10,178.2% | +30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling