+1,257.3%
CSX vs IBKR
+1,369.6%
-112.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.0% |
| 7D | -3.4% | -3.3% | -0.1% | -2.2% |
| 30D | -3.1% | +4.5% | -7.5% | -5.0% |
| 3M | +7.2% | +6.5% | +0.7% | +3.4% |
| 6M | +16.2% | +34.2% | -18.0% | +1.7% |
| YTD | +37.5% | +44.5% | -6.9% | +16.0% |
| 1Y | +53.2% | +44.7% | +8.5% | +28.1% |
| 3Y | +68.2% | +306.7% | -238.5% | -12.9% |
| 5Y | +65.2% | +489.9% | -424.6% | -30.0% |
| 10Y | +504.1% | +1,019.5% | -515.4% | +82.1% |
| All | +1,257.3% | +1,369.6% | -112.3% | +175.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling