componentDidMount() {
    xhr = new XMLHttpRequest();
    xhr.open("GET", "https://ipinfo.io/json", true);
    xhr.send(); // why not after the addEventListener?

    xhr.addEventListener("readystatechange", this.processRequest, false);
}

processRequest() {
    if (xhr.readyState === 4 && xhr.status === 200) {
        var response = JSON.parse(xhr.responseText);
        this.setState({
            ip_address: response.ip
        });
    }
}