+401.6%
IYR vs XPO
+10,152.6%
-9,750.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.1% |
| 7D | -0.4% | +2.7% | -3.1% | -0.7% |
| 30D | -2.5% | -6.2% | +3.7% | -1.9% |
| 3M | +1.5% | -15.4% | +16.9% | +3.0% |
| 6M | +3.9% | +0.7% | +3.1% | +3.4% |
| YTD | +9.5% | +39.8% | -30.3% | +5.2% |
| 1Y | +7.5% | +43.3% | -35.9% | +2.7% |
| 3Y | +30.8% | +166.0% | -135.3% | +15.3% |
| 5Y | +4.8% | +274.2% | -269.4% | -12.5% |
| 10Y | +64.3% | +1,429.0% | -1,364.7% | +20.1% |
| All | +401.6% | +10,152.6% | -9,750.9% | +213.5% |
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