+414.9%
CSX vs IBB
+126.8%
+288.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.5% |
| 7D | +6.0% | -0.5% | +6.5% | +6.2% |
| 30D | +7.8% | +4.6% | +3.3% | +5.3% |
| 3M | +4.1% | +6.8% | -2.7% | +0.1% |
| 6M | +17.9% | +23.1% | -5.2% | +5.1% |
| YTD | +44.9% | +26.0% | +18.9% | +27.1% |
| 1Y | +51.1% | +30.4% | +20.8% | +30.2% |
| 3Y | +78.3% | +85.4% | -7.2% | +26.1% |
| 5Y | +58.1% | +39.7% | +18.4% | +28.0% |
| All | +414.9% | +126.8% | +288.2% | +212.7% |
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