+5,845.5%
CSX vs IBN
+1,532.9%
+4,312.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | -3.4% | +1.4% | -4.8% | -3.7% |
| 30D | -3.1% | -0.3% | -2.8% | -3.0% |
| 3M | +7.2% | +17.1% | -9.9% | +3.2% |
| 6M | +16.2% | +3.4% | +12.8% | +15.0% |
| YTD | +37.5% | +2.5% | +35.0% | +36.3% |
| 1Y | +53.2% | -4.2% | +57.4% | +54.0% |
| 3Y | +68.2% | +32.4% | +35.8% | +55.7% |
| 5Y | +65.2% | +59.2% | +6.0% | +45.2% |
| 10Y | +504.1% | +345.7% | +158.5% | +296.8% |
| All | +5,845.5% | +1,532.9% | +4,312.6% | +2,691.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling