+65.5%
CSX vs IJH
+48.9%
+16.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.4% |
| 7D | +0.6% | +1.0% | -0.4% | -0.1% |
| 30D | -2.3% | -3.1% | +0.9% | 0.0% |
| 3M | +4.3% | +1.9% | +2.4% | +2.8% |
| 6M | +23.4% | +11.0% | +12.4% | +14.2% |
| YTD | +36.4% | +14.7% | +21.7% | +23.3% |
| 1Y | +53.0% | +15.6% | +37.5% | +37.4% |
| 3Y | +70.6% | +52.5% | +18.1% | +24.4% |
| 5Y | +65.5% | +49.1% | +16.4% | +20.2% |
| All | +65.5% | +48.9% | +16.6% | +20.2% |
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 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