+58.1%
CSX vs IJH
+39.3%
+18.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.0% |
| 7D | -0.3% | +0.2% | -0.5% | -0.5% |
| 30D | +8.7% | +2.1% | +6.5% | +6.9% |
| 3M | +4.2% | -3.6% | +7.8% | +6.8% |
| 6M | +16.7% | +1.8% | +14.8% | +14.8% |
| YTD | +44.5% | +14.1% | +30.4% | +30.8% |
| 1Y | +50.3% | +15.9% | +34.4% | +34.5% |
| 3Y | +76.3% | +59.7% | +16.6% | +23.8% |
| 5Y | +58.1% | +39.1% | +19.1% | +21.6% |
| All | +58.1% | +39.3% | +18.8% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling