-8.4%
QXO vs IT
+322.4%
-330.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.3% | -5.1% | -0.1% |
| 7D | -7.8% | -3.7% | -4.1% | -7.6% |
| 30D | -18.1% | +0.1% | -18.2% | -18.1% |
| 3M | -25.8% | +20.7% | -46.4% | -26.5% |
| 6M | -41.7% | +12.0% | -53.7% | -42.2% |
| YTD | -36.2% | -28.8% | -7.4% | -35.4% |
| 1Y | -42.1% | -25.5% | -16.6% | -41.5% |
| 3Y | -46.2% | -48.8% | +2.6% | -46.1% |
| 5Y | -70.7% | -42.7% | -28.0% | -71.2% |
| 10Y | +36.5% | +102.5% | -66.0% | +65.4% |
| All | -8.4% | +322.4% | -330.8% | +116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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