+496.7%
CSX vs IFF
-21.7%
+518.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.8% |
| 7D | -0.6% | -3.0% | +2.4% | +0.5% |
| 30D | -3.2% | -0.9% | -2.3% | -3.0% |
| 3M | +2.6% | +11.8% | -9.3% | -1.9% |
| 6M | +19.8% | +16.5% | +3.3% | +11.8% |
| YTD | +34.7% | +26.5% | +8.1% | +21.6% |
| 1Y | +52.1% | +32.7% | +19.4% | +34.5% |
| 3Y | +68.4% | +32.0% | +36.4% | +44.1% |
| 5Y | +65.1% | -36.1% | +101.2% | +83.5% |
| 10Y | +496.7% | -20.1% | +516.8% | +481.6% |
| All | +496.7% | -21.7% | +518.4% | +481.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 10y: compounded portfolio wealth divided by compounded IFF 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…
10y analysis · Full analysis span regression · 6 months rolling