+416.4%
CSX vs IFF
-10.8%
+427.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | -0.3% | -5.7% | +5.4% | +1.7% |
| 30D | +8.7% | -2.7% | +11.4% | +9.6% |
| 3M | +4.2% | -2.3% | +6.5% | +4.8% |
| 6M | +16.7% | +6.0% | +10.7% | +13.2% |
| YTD | +44.5% | +24.6% | +19.9% | +30.7% |
| 1Y | +50.3% | +29.4% | +20.9% | +33.9% |
| 3Y | +76.3% | +23.1% | +53.2% | +54.7% |
| 5Y | +58.1% | -37.2% | +95.3% | +77.6% |
| 10Y | +416.4% | -10.8% | +427.2% | +398.9% |
| All | +416.4% | -10.8% | +427.2% | +398.9% |
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