+6,485.0%
CSX vs IJR
+1,121.6%
+5,363.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | +8.1% | +2.6% | +5.4% | +5.6% |
| 3M | +2.2% | -4.3% | +6.5% | +6.0% |
| 6M | +14.6% | +2.7% | +11.9% | +11.5% |
| YTD | +42.2% | +18.5% | +23.7% | +22.4% |
| 1Y | +47.3% | +20.1% | +27.2% | +25.2% |
| 3Y | +73.5% | +61.7% | +11.8% | +11.0% |
| 5Y | +54.1% | +28.5% | +25.6% | +18.1% |
| 10Y | +409.0% | +161.6% | +247.4% | +96.5% |
| All | +6,485.0% | +1,121.6% | +5,363.4% | +605.9% |
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