+6,610.1%
CSX vs IJH
+1,047.0%
+5,563.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | +6.0% | +2.3% | +3.7% | +3.7% |
| 30D | +7.8% | +2.1% | +5.7% | +5.6% |
| 3M | +4.1% | -5.7% | +9.7% | +9.7% |
| 6M | +17.9% | +1.4% | +16.5% | +15.6% |
| YTD | +44.9% | +12.6% | +32.3% | +28.5% |
| 1Y | +51.1% | +16.1% | +35.0% | +30.1% |
| 3Y | +78.3% | +57.8% | +20.4% | +12.1% |
| 5Y | +58.1% | +36.8% | +21.3% | +11.8% |
| 10Y | +417.9% | +173.7% | +244.2% | +81.2% |
| All | +6,610.1% | +1,047.0% | +5,563.1% | +587.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling