+1,329.9%
CSX vs IBKR
+1,197.8%
+132.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.9% |
| 7D | +6.0% | +7.9% | -1.9% | +2.9% |
| 30D | +7.8% | -2.8% | +10.6% | +8.4% |
| 3M | +4.1% | -10.5% | +14.5% | +7.4% |
| 6M | +17.9% | -3.7% | +21.6% | +17.0% |
| YTD | +44.9% | +27.6% | +17.3% | +27.1% |
| 1Y | +51.1% | +22.5% | +28.6% | +34.5% |
| 3Y | +78.3% | +307.2% | -229.0% | -8.8% |
| 5Y | +58.1% | +357.7% | -299.6% | -26.0% |
| 10Y | +417.9% | +846.8% | -428.9% | +65.6% |
| All | +1,329.9% | +1,197.8% | +132.1% | +202.0% |
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