+73.5%
CSX vs IBB
+89.8%
-16.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.6% |
| 7D | +0.7% | +0.8% | -0.1% | +0.4% |
| 30D | +8.1% | +5.2% | +2.9% | +6.0% |
| 3M | +2.2% | +8.6% | -6.4% | -1.4% |
| 6M | +14.6% | +27.8% | -13.2% | +2.8% |
| YTD | +42.2% | +28.8% | +13.4% | +26.6% |
| 1Y | +47.3% | +36.4% | +10.9% | +27.6% |
| 3Y | +73.5% | +89.3% | -15.8% | +21.7% |
| All | +73.5% | +89.8% | -16.3% | +21.7% |
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