+101.8%
IRM vs XPO
+153.8%
-52.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.3% | -0.1% |
| 7D | +3.0% | -0.9% | +4.0% | +3.2% |
| 30D | -5.2% | -8.1% | +2.9% | -3.6% |
| 3M | -8.0% | -19.0% | +11.0% | -4.2% |
| 6M | +9.2% | -5.2% | +14.3% | +9.8% |
| YTD | +41.0% | +35.6% | +5.4% | +31.1% |
| 1Y | +23.3% | +41.1% | -17.9% | +13.3% |
| All | +101.8% | +153.8% | -52.0% | +63.6% |
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