+517.3%
IRM vs XPO
+1,266.4%
-749.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -3.0% | -1.2% |
| 7D | +6.8% | +9.0% | -2.2% | +4.8% |
| 30D | +2.6% | +4.2% | -1.6% | +1.7% |
| 3M | -9.5% | -8.7% | -0.8% | -7.7% |
| 6M | -8.5% | -2.8% | -5.7% | -8.3% |
| YTD | +40.3% | +41.9% | -1.6% | +28.5% |
| 1Y | +28.7% | +42.3% | -13.6% | +17.7% |
| 3Y | +111.8% | +127.3% | -15.4% | +68.9% |
| 5Y | +189.1% | +306.4% | -117.3% | +93.6% |
| All | +517.3% | +1,266.4% | -749.1% | +212.8% |
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