+58.1%
CSX vs IBN
+74.4%
-16.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -0.3% | +11.1% | -11.4% | -3.2% |
| 30D | +8.7% | +23.9% | -15.2% | +2.3% |
| 3M | +4.2% | +16.3% | -12.1% | -0.2% |
| 6M | +16.7% | +34.2% | -17.5% | +6.9% |
| YTD | +44.5% | +17.6% | +26.9% | +37.3% |
| 1Y | +50.3% | +13.8% | +36.4% | +44.1% |
| 3Y | +76.3% | +57.0% | +19.3% | +50.5% |
| 5Y | +58.1% | +75.3% | -17.2% | +31.2% |
| All | +58.1% | +74.4% | -16.3% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling