+416.4%
CSX vs IBB
+133.2%
+283.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | -0.3% | -1.4% | +1.1% | +0.3% |
| 30D | +8.7% | +6.8% | +1.9% | +5.1% |
| 3M | +4.2% | +9.2% | -5.0% | -0.9% |
| 6M | +16.7% | +28.3% | -11.7% | +1.9% |
| YTD | +44.5% | +29.4% | +15.1% | +25.2% |
| 1Y | +50.3% | +33.2% | +17.1% | +28.2% |
| 3Y | +76.3% | +90.2% | -13.9% | +23.3% |
| 5Y | +58.1% | +44.0% | +14.2% | +26.2% |
| 10Y | +416.4% | +133.1% | +283.3% | +213.2% |
| All | +416.4% | +133.2% | +283.2% | +213.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling