+6,269.7%
CSX vs IJH
+1,075.9%
+5,193.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.7% |
| 7D | -3.4% | +0.1% | -3.5% | -3.5% |
| 30D | -3.1% | -1.5% | -1.6% | -1.7% |
| 3M | +7.2% | +0.8% | +6.4% | +6.1% |
| 6M | +16.2% | +7.6% | +8.6% | +8.0% |
| YTD | +37.5% | +15.5% | +22.1% | +19.4% |
| 1Y | +53.2% | +16.9% | +36.3% | +31.1% |
| 3Y | +68.2% | +48.1% | +20.2% | +12.7% |
| 5Y | +65.2% | +47.8% | +17.4% | +8.4% |
| 10Y | +504.1% | +178.6% | +325.6% | +108.5% |
| All | +6,269.7% | +1,075.9% | +5,193.9% | +539.3% |
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