-83.7%
IRE vs XPO
+45.8%
-129.5%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +4.5% | +9.5% | +10.9% |
| 7D | +54.8% | +2.4% | +52.4% | +52.6% |
| 30D | +18.4% | -3.5% | +21.9% | +23.0% |
| 3M | -66.7% | -11.9% | -54.8% | -63.6% |
| 6M | -52.3% | -10.0% | -42.4% | -49.7% |
| YTD | -52.3% | +42.1% | -94.4% | -55.1% |
| All | -83.7% | +45.8% | -129.5% | -84.0% |
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