+119.2%
IP vs XPO
+9,420.0%
-9,300.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.2% | +2.2% | -3.0% |
| 7D | -5.0% | -3.6% | -1.4% | -4.5% |
| 30D | +6.5% | -3.8% | +10.4% | +7.1% |
| 3M | -18.0% | -11.8% | -6.2% | -16.5% |
| 6M | +10.3% | -15.0% | +25.3% | +12.8% |
| YTD | -9.9% | +29.9% | -39.7% | -13.6% |
| 1Y | -1.1% | +27.6% | -28.6% | -4.8% |
| 3Y | +13.0% | +121.9% | -108.9% | -1.4% |
| 5Y | -12.3% | +277.9% | -290.1% | -30.7% |
| 10Y | +26.8% | +1,371.4% | -1,344.5% | -15.3% |
| All | +119.2% | +9,420.0% | -9,300.8% | +21.6% |
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