+67.8%
CSX vs IP
-17.2%
+85.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.3% |
| 7D | -3.4% | -5.3% | +1.9% | -2.0% |
| 30D | -3.1% | -10.9% | +7.8% | -0.2% |
| 3M | +7.2% | +11.2% | -4.0% | +3.2% |
| 6M | +16.2% | -10.2% | +26.4% | +18.4% |
| YTD | +37.5% | -2.0% | +39.5% | +36.0% |
| 1Y | +53.2% | -19.1% | +72.3% | +59.7% |
| 3Y | +68.2% | +20.9% | +47.4% | +46.3% |
| All | +67.8% | -17.2% | +85.0% | +61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling