+1,853.5%
IRM vs XPO
+10,300.9%
-8,447.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -3.0% | -1.0% |
| 7D | +6.8% | +9.0% | -2.2% | +5.8% |
| 30D | +2.6% | +4.2% | -1.6% | +2.2% |
| 3M | -9.5% | -8.7% | -0.8% | -8.6% |
| 6M | -8.5% | -2.8% | -5.7% | -8.4% |
| YTD | +40.3% | +41.9% | -1.6% | +34.8% |
| 1Y | +28.7% | +42.3% | -13.6% | +23.5% |
| 3Y | +111.8% | +127.3% | -15.4% | +91.8% |
| 5Y | +189.1% | +306.4% | -117.3% | +143.7% |
| 10Y | +519.8% | +1,290.9% | -771.1% | +369.9% |
| All | +1,853.5% | +10,300.9% | -8,447.4% | +1,248.2% |
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