+72.2%
CSX vs IP
+21.5%
+50.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.4% |
| 7D | -3.4% | -5.3% | +1.9% | -2.4% |
| 30D | -3.1% | -10.9% | +7.8% | -1.0% |
| 3M | +7.2% | +11.2% | -4.0% | +4.3% |
| 6M | +16.2% | -10.2% | +26.4% | +17.8% |
| YTD | +37.5% | -2.0% | +39.5% | +36.7% |
| 1Y | +53.2% | -19.1% | +72.3% | +57.8% |
| All | +72.2% | +21.5% | +50.7% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 3y: compounded portfolio wealth divided by compounded IP 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…
3y analysis · Full analysis span regression · 6 months rolling