+168.1%
IJR vs XPO
+1,516.3%
-1,348.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -2.2% | -5.7% | +3.5% | -0.5% |
| 30D | -4.6% | -12.8% | +8.2% | -0.8% |
| 3M | +0.2% | -20.0% | +20.2% | +6.5% |
| 6M | +14.7% | -6.0% | +20.8% | +15.7% |
| YTD | +18.9% | +34.0% | -15.2% | +7.2% |
| 1Y | +19.9% | +35.6% | -15.6% | +7.0% |
| 3Y | +53.0% | +152.3% | -99.3% | +7.9% |
| 5Y | +40.9% | +264.4% | -223.5% | -16.3% |
| All | +168.1% | +1,516.3% | -1,348.2% | -1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling