+412.6%
CSX vs IBB
+139.6%
+273.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | 0.0% | +1.4% |
| 7D | -2.2% | +2.7% | -4.9% | -3.5% |
| 30D | +6.8% | +6.3% | +0.5% | +3.5% |
| 3M | +0.7% | +11.1% | -10.4% | -5.0% |
| 6M | +13.3% | +29.2% | -16.0% | -1.4% |
| YTD | +40.5% | +30.2% | +10.3% | +21.4% |
| 1Y | +44.7% | +39.5% | +5.2% | +20.5% |
| 3Y | +74.5% | +92.3% | -17.8% | +21.3% |
| 5Y | +52.0% | +43.0% | +9.0% | +21.8% |
| 10Y | +412.6% | +137.1% | +275.5% | +211.2% |
| All | +412.6% | +139.6% | +273.0% | +211.2% |
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