+4,303.4%
CSX vs IBB
+554.8%
+3,748.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.0% | +2.7% | +0.2% |
| 7D | -2.7% | -3.6% | +0.9% | -0.9% |
| 30D | +7.0% | +3.4% | +3.6% | +5.0% |
| 3M | -0.3% | +9.5% | -9.8% | -5.4% |
| 6M | +13.5% | +23.3% | -9.8% | +1.0% |
| YTD | +41.5% | +24.5% | +17.0% | +24.8% |
| 1Y | +45.8% | +32.9% | +12.9% | +24.2% |
| 3Y | +74.4% | +76.6% | -2.2% | +26.8% |
| 5Y | +53.6% | +35.5% | +18.1% | +25.7% |
| 10Y | +465.6% | +156.7% | +308.9% | +221.8% |
| All | +4,303.4% | +554.8% | +3,748.6% | +1,020.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling