-70.8%
QXO vs IR
+32.6%
-103.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -7.8% | -4.5% | -3.3% | -5.9% |
| 30D | -18.1% | -13.9% | -4.2% | -12.6% |
| 3M | -25.8% | -0.3% | -25.4% | -25.1% |
| 6M | -41.7% | -14.3% | -27.4% | -37.6% |
| YTD | -36.2% | -7.9% | -28.3% | -32.9% |
| 1Y | -42.1% | -9.9% | -32.2% | -38.7% |
| 3Y | -46.2% | +6.5% | -52.7% | -47.6% |
| All | -70.8% | +32.6% | -103.4% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling