-97.1%
IRE vs XPO
+33.6%
-130.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +0.3% | +39.3% | +39.4% |
| 7D | -27.2% | -6.7% | -20.5% | -21.7% |
| 30D | -75.1% | -1.9% | -73.2% | -74.4% |
| 3M | -77.9% | -9.9% | -68.0% | -75.4% |
| 6M | -94.6% | -16.4% | -78.2% | -93.7% |
| YTD | -91.5% | +30.2% | -121.7% | -91.4% |
| 1Y | -97.8% | +29.9% | -127.7% | -97.7% |
| All | -97.1% | +33.6% | -130.7% | -96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling