-82.0%
IRE vs XPO
+43.5%
-125.5%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -1.6% | +11.8% | +11.3% |
| 7D | +58.9% | +2.7% | +56.2% | +56.2% |
| 30D | +17.2% | -6.2% | +23.3% | +23.5% |
| 3M | -58.6% | -15.4% | -43.2% | -53.7% |
| 6M | -23.5% | +0.7% | -24.2% | -22.0% |
| YTD | -47.4% | +39.8% | -87.3% | -50.1% |
| All | -82.0% | +43.5% | -125.5% | -82.2% |
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 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