+1,878.2%
IRM vs XPO
+10,152.6%
-8,274.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | +1.6% | +2.7% | -1.1% | +1.3% |
| 30D | -4.2% | -6.2% | +2.0% | -3.6% |
| 3M | -5.4% | -15.4% | +10.0% | -3.8% |
| 6M | +12.0% | +0.7% | +11.3% | +11.7% |
| YTD | +42.0% | +39.8% | +2.2% | +36.7% |
| 1Y | +29.9% | +43.3% | -13.4% | +24.5% |
| 3Y | +104.4% | +166.0% | -61.7% | +82.1% |
| 5Y | +191.0% | +274.2% | -83.2% | +146.7% |
| 10Y | +417.1% | +1,429.0% | -1,011.9% | +290.3% |
| All | +1,878.2% | +10,152.6% | -8,274.4% | +1,267.2% |
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