-97.6%
IRE vs XPO
+42.1%
-139.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +0.1% | -15.9% | -15.9% |
| 7D | -41.9% | -1.5% | -40.4% | -40.1% |
| 30D | -75.1% | +2.6% | -77.7% | -75.3% |
| 3M | -82.4% | -6.1% | -76.3% | -81.2% |
| 6M | -95.5% | -8.0% | -87.6% | -95.1% |
| YTD | -93.1% | +38.5% | -131.5% | -93.3% |
| 1Y | -97.8% | +35.0% | -132.8% | -97.8% |
| All | -97.6% | +42.1% | -139.7% | -97.6% |
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 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