+65.5%
CSX vs IJR
+40.3%
+25.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.3% |
| 7D | +0.6% | +0.9% | -0.3% | 0.0% |
| 30D | -2.3% | -3.1% | +0.9% | -0.2% |
| 3M | +4.3% | +4.4% | -0.1% | +1.3% |
| 6M | +23.4% | +16.1% | +7.2% | +11.7% |
| YTD | +36.4% | +20.6% | +15.8% | +20.6% |
| 1Y | +53.0% | +22.9% | +30.2% | +33.4% |
| 3Y | +70.6% | +55.2% | +15.4% | +26.0% |
| 5Y | +65.5% | +41.1% | +24.4% | +26.1% |
| All | +65.5% | +40.3% | +25.2% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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