+29.1%
IYR vs XPO
+151.0%
-121.8%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -1.4% | -5.7% | +4.3% | -0.6% |
| 30D | -2.7% | -12.8% | +10.1% | -1.0% |
| 3M | -2.1% | -20.0% | +17.8% | +0.5% |
| 6M | +3.6% | -6.0% | +9.6% | +4.0% |
| YTD | +8.1% | +34.0% | -25.9% | +3.3% |
| 1Y | +4.7% | +35.6% | -30.8% | -0.4% |
| 3Y | +29.1% | +152.3% | -123.2% | +9.6% |
| All | +29.1% | +151.0% | -121.8% | +9.6% |
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