+67.8%
CSX vs IBN
+61.6%
+6.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | -3.4% | +1.4% | -4.8% | -3.8% |
| 30D | -3.1% | -0.3% | -2.8% | -3.0% |
| 3M | +7.2% | +17.1% | -9.9% | +2.3% |
| 6M | +16.2% | +3.4% | +12.8% | +14.7% |
| YTD | +37.5% | +2.5% | +35.0% | +36.0% |
| 1Y | +53.2% | -4.2% | +57.4% | +54.1% |
| 3Y | +68.2% | +32.4% | +35.8% | +52.0% |
| All | +67.8% | +61.6% | +6.2% | +44.3% |
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