+72.2%
CSX vs IBB
+64.8%
+7.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.2% |
| 7D | -3.4% | +1.4% | -4.8% | -3.9% |
| 30D | -3.1% | +10.5% | -13.6% | -7.1% |
| 3M | +7.2% | +23.6% | -16.5% | -2.1% |
| 6M | +16.2% | +22.6% | -6.5% | +6.2% |
| YTD | +37.5% | +25.7% | +11.9% | +24.0% |
| 1Y | +53.2% | +51.4% | +1.9% | +26.3% |
| All | +72.2% | +64.8% | +7.4% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling