+6,269.7%
CSX vs IJR
+1,153.0%
+5,116.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.5% |
| 7D | -3.4% | -0.2% | -3.2% | -3.2% |
| 30D | -3.1% | -2.4% | -0.7% | -1.1% |
| 3M | +7.2% | +3.9% | +3.2% | +3.4% |
| 6M | +16.2% | +12.4% | +3.8% | +4.8% |
| YTD | +37.5% | +21.5% | +16.1% | +16.0% |
| 1Y | +53.2% | +24.0% | +29.3% | +26.5% |
| 3Y | +68.2% | +49.7% | +18.5% | +15.1% |
| 5Y | +65.2% | +39.7% | +25.6% | +17.4% |
| 10Y | +504.1% | +169.0% | +335.1% | +127.8% |
| All | +6,269.7% | +1,153.0% | +5,116.7% | +568.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling