-97.8%
IRE vs XPO
+33.2%
-131.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +0.1% | -15.9% | -15.9% |
| 7D | -41.9% | -1.5% | -40.4% | -39.7% |
| 30D | -75.1% | +2.6% | -77.7% | -75.4% |
| 3M | -82.4% | -6.1% | -76.3% | -80.9% |
| 6M | -95.5% | -8.0% | -87.6% | -95.0% |
| YTD | -93.1% | +38.5% | -131.5% | -94.9% |
| 1Y | -97.8% | +35.0% | -132.8% | -98.3% |
| All | -97.8% | +33.2% | -131.0% | -98.3% |
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