+9,772.3%
CSX vs IP
+364.8%
+9,407.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | 0.0% |
| 7D | -3.4% | -5.3% | +1.9% | -1.2% |
| 30D | -3.1% | -10.9% | +7.8% | +1.4% |
| 3M | +7.2% | +11.2% | -4.0% | +1.3% |
| 6M | +16.2% | -10.2% | +26.4% | +18.4% |
| YTD | +37.5% | -2.0% | +39.5% | +34.4% |
| 1Y | +53.2% | -19.1% | +72.3% | +60.6% |
| 3Y | +68.2% | +20.9% | +47.4% | +41.6% |
| 5Y | +65.2% | -17.8% | +83.0% | +61.5% |
| 10Y | +504.1% | +23.5% | +480.6% | +374.1% |
| All | +9,772.3% | +364.8% | +9,407.5% | +3,055.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling