+895.5%
ITOT vs XPO
+6,323.8%
-5,428.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -0.9% | -5.7% | +4.7% | -0.2% |
| 30D | -1.5% | -12.8% | +11.4% | +0.1% |
| 3M | +3.6% | -20.0% | +23.5% | +6.2% |
| 6M | +13.7% | -6.0% | +19.7% | +14.1% |
| YTD | +12.9% | +34.0% | -21.1% | +8.3% |
| 1Y | +17.2% | +35.6% | -18.4% | +11.9% |
| 3Y | +75.6% | +152.3% | -76.7% | +53.4% |
| 5Y | +75.5% | +264.4% | -188.9% | +43.9% |
| 10Y | +302.0% | +1,498.6% | -1,196.7% | +185.4% |
| All | +895.5% | +6,323.8% | -5,428.4% | +532.9% |
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