+68.6%
CSX vs IBN
+51.2%
+17.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.2% | -7.5% | -4.2% |
| 7D | -5.5% | +15.1% | -20.6% | -8.4% |
| 30D | +4.9% | +21.6% | -16.7% | +0.6% |
| 3M | -2.9% | +11.2% | -14.0% | -5.1% |
| 6M | +8.3% | +27.8% | -19.4% | +2.3% |
| YTD | +36.7% | +14.7% | +22.1% | +32.0% |
| 1Y | +41.5% | +14.4% | +27.1% | +36.7% |
| 3Y | +68.6% | +52.1% | +16.5% | +52.8% |
| All | +68.6% | +51.2% | +17.4% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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