+5,810.6%
CSX vs IBN
+1,726.4%
+4,084.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.2% | -7.5% | -4.3% |
| 7D | -5.5% | +15.1% | -20.6% | -8.6% |
| 30D | +4.9% | +21.6% | -16.7% | +0.1% |
| 3M | -2.9% | +11.2% | -14.0% | -5.4% |
| 6M | +8.3% | +27.8% | -19.4% | +2.0% |
| YTD | +36.7% | +14.7% | +22.1% | +31.8% |
| 1Y | +41.5% | +14.4% | +27.1% | +36.4% |
| 3Y | +68.6% | +52.1% | +16.5% | +50.9% |
| 5Y | +48.4% | +70.7% | -22.3% | +28.4% |
| 10Y | +446.6% | +385.5% | +61.1% | +252.5% |
| All | +5,810.6% | +1,726.4% | +4,084.2% | +2,599.6% |
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