+423.6%
IRM vs XPO
+1,517.7%
-1,094.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.8% |
| 7D | -1.8% | -1.3% | -0.5% | -1.5% |
| 30D | -7.8% | -10.4% | +2.6% | -5.6% |
| 3M | -7.9% | -15.7% | +7.8% | -4.7% |
| 6M | +6.3% | -6.3% | +12.7% | +7.3% |
| YTD | +38.2% | +34.2% | +4.0% | +28.3% |
| 1Y | +19.8% | +39.9% | -20.1% | +9.9% |
| 3Y | +98.8% | +155.2% | -56.5% | +54.4% |
| 5Y | +191.8% | +264.7% | -72.9% | +100.4% |
| All | +423.6% | +1,517.7% | -1,094.1% | +169.7% |
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