+155.2%
XPO vs IAG
+817.0%
-661.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.2% | -3.2% |
| 7D | -0.9% | +1.7% | -2.6% | -1.1% |
| 30D | -8.1% | +11.4% | -19.5% | -8.9% |
| 3M | -19.0% | +33.0% | -52.1% | -21.0% |
| 6M | -5.2% | -6.0% | +0.8% | -5.6% |
| YTD | +35.6% | +24.6% | +11.0% | +32.4% |
| 1Y | +41.1% | +105.0% | -63.9% | +34.2% |
| All | +155.2% | +817.0% | -661.8% | +121.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 3y: compounded portfolio wealth divided by compounded IAG 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…
3y analysis · Full analysis span regression · 6 months rolling