-97.7%
IRE vs XPO
+38.8%
-136.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | -1.6% | -21.6% | -22.0% |
| 7D | -46.8% | +3.5% | -50.3% | -48.6% |
| 30D | -75.5% | +2.8% | -78.3% | -76.3% |
| 3M | -79.4% | -7.5% | -71.9% | -77.9% |
| 6M | -91.3% | -5.9% | -85.3% | -90.6% |
| YTD | -90.8% | +38.4% | -129.2% | -92.9% |
| 1Y | -97.7% | +33.7% | -131.4% | -98.2% |
| All | -97.7% | +38.8% | -136.5% | -98.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling