+819.5%
IJR vs XPO
+9,839.2%
-9,019.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.6% |
| 7D | -1.1% | -0.9% | -0.2% | -1.0% |
| 30D | -3.6% | -8.1% | +4.5% | -2.5% |
| 3M | +2.3% | -19.0% | +21.4% | +5.3% |
| 6M | +14.3% | -5.2% | +19.5% | +14.8% |
| YTD | +19.3% | +35.6% | -16.3% | +13.4% |
| 1Y | +22.6% | +41.1% | -18.5% | +15.6% |
| 3Y | +53.5% | +157.9% | -104.4% | +31.1% |
| 5Y | +39.9% | +265.6% | -225.7% | +11.5% |
| 10Y | +172.1% | +1,516.8% | -1,344.8% | +83.6% |
| All | +819.5% | +9,839.2% | -9,019.6% | +438.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling