+127.3%
XPO vs IAG
+663.0%
-535.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.2% | +2.2% |
| 7D | +9.0% | -7.7% | +16.6% | +9.6% |
| 30D | +4.2% | +1.6% | +2.6% | +3.9% |
| 3M | -8.7% | -2.4% | -6.2% | -8.8% |
| 6M | -2.8% | -7.8% | +5.1% | -2.9% |
| YTD | +41.9% | +5.0% | +36.8% | +39.9% |
| 1Y | +42.3% | +25.7% | +16.6% | +38.8% |
| 3Y | +127.3% | +694.5% | -567.2% | +91.6% |
| All | +127.3% | +663.0% | -535.7% | +91.6% |
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