-66.7%
IRE vs XPO
-12.8%
-54.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +4.5% | +9.5% | +8.0% |
| 7D | +54.8% | +2.4% | +52.4% | +49.9% |
| 30D | +18.4% | -3.5% | +21.9% | +25.6% |
| 3M | -66.7% | -11.9% | -54.8% | -61.9% |
| All | -66.7% | -12.8% | -54.0% | -61.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling