-46.2%
QXO vs IR
+5.0%
-51.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.0% |
| 7D | -8.7% | -3.1% | -5.6% | -7.2% |
| 30D | -21.0% | -14.0% | -7.0% | -14.5% |
| 3M | -18.4% | +3.7% | -22.1% | -18.9% |
| 6M | -43.0% | -15.4% | -27.6% | -38.1% |
| YTD | -36.3% | -7.7% | -28.6% | -32.3% |
| 1Y | -42.8% | -8.8% | -34.0% | -39.0% |
| All | -46.2% | +5.0% | -51.2% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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