+53.0%
IJR vs XPO
+151.0%
-97.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -2.2% | -5.7% | +3.5% | -0.7% |
| 30D | -4.6% | -12.8% | +8.2% | -1.4% |
| 3M | +0.2% | -20.0% | +20.2% | +5.7% |
| 6M | +14.7% | -6.0% | +20.8% | +15.6% |
| YTD | +18.9% | +34.0% | -15.2% | +8.7% |
| 1Y | +19.9% | +35.6% | -15.6% | +8.7% |
| 3Y | +53.0% | +152.3% | -99.3% | +20.2% |
| All | +53.0% | +151.0% | -97.9% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling