+488.5%
CSX vs IBKR
+987.9%
-499.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.3% | +1.7% |
| 7D | +0.1% | -3.8% | +3.9% | +1.4% |
| 30D | -1.5% | -0.3% | -1.2% | -1.6% |
| 3M | +6.0% | +4.8% | +1.2% | +3.3% |
| 6M | +20.6% | +30.8% | -10.2% | +8.2% |
| YTD | +36.5% | +39.5% | -2.9% | +18.9% |
| 1Y | +55.0% | +43.7% | +11.3% | +32.7% |
| 3Y | +70.8% | +284.7% | -213.9% | -4.9% |
| 5Y | +69.6% | +484.9% | -415.3% | -24.4% |
| All | +488.5% | +987.9% | -499.4% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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