+152.3%
XPO vs IFF
+29.0%
+123.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -5.7% | -3.2% | -2.5% | -4.6% |
| 30D | -12.8% | -0.3% | -12.5% | -12.8% |
| 3M | -20.0% | +8.4% | -28.4% | -22.6% |
| 6M | -6.0% | +23.0% | -29.1% | -14.1% |
| YTD | +34.0% | +25.5% | +8.6% | +21.1% |
| 1Y | +35.6% | +29.1% | +6.5% | +20.8% |
| 3Y | +152.3% | +31.7% | +120.6% | +141.5% |
| All | +152.3% | +29.0% | +123.3% | +141.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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