-98.0%
IRE vs XPO
+45.6%
-143.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +2.2% | -16.6% | -16.0% |
| 7D | -31.8% | +9.0% | -40.8% | -36.4% |
| 30D | -71.8% | +4.2% | -75.9% | -72.2% |
| 3M | -88.9% | -8.7% | -80.3% | -88.1% |
| 6M | -95.4% | -2.8% | -92.6% | -95.1% |
| YTD | -94.2% | +41.9% | -136.1% | -94.5% |
| 1Y | -97.1% | +42.3% | -139.4% | -97.1% |
| All | -98.0% | +45.6% | -143.6% | -98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling