+336.0%
IR vs XPO
+912.5%
-576.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.1% |
| 7D | +2.5% | +9.0% | -6.4% | -0.5% |
| 30D | +9.2% | +4.2% | +5.0% | +7.5% |
| 3M | +0.9% | -8.7% | +9.6% | +3.8% |
| 6M | +19.2% | -2.8% | +22.0% | +19.6% |
| YTD | +7.5% | +41.9% | -34.4% | -5.7% |
| 1Y | +11.7% | +42.3% | -30.6% | -2.2% |
| 3Y | +23.9% | +127.3% | -103.4% | -12.6% |
| 5Y | +46.4% | +306.4% | -260.0% | -21.3% |
| All | +336.0% | +912.5% | -576.5% | +89.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling