+53.2%
CSX vs IJH
+18.2%
+35.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | -3.1% | -1.5% | -1.6% | -2.2% |
| 3M | +7.2% | +0.8% | +6.4% | +6.4% |
| 6M | +16.2% | +7.6% | +8.6% | +10.1% |
| YTD | +37.5% | +15.5% | +22.1% | +25.4% |
| 1Y | +53.2% | +16.9% | +36.3% | +39.2% |
| All | +53.2% | +18.2% | +35.0% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 1y: compounded portfolio wealth divided by compounded IJH 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…
1y analysis · Full analysis span regression · 6 months rolling