+192.8%
IRM vs XPO
+262.4%
-69.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.5% |
| 3M | -8.0% | -19.0% | +11.0% | -4.0% |
| 6M | +9.2% | -5.2% | +14.3% | +9.8% |
| YTD | +41.0% | +35.6% | +5.4% | +30.4% |
| 1Y | +23.3% | +41.1% | -17.9% | +12.6% |
| 3Y | +102.8% | +157.9% | -55.1% | +56.1% |
| 5Y | +192.8% | +265.6% | -72.9% | +84.0% |
| All | +192.8% | +262.4% | -69.6% | +84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling