+416.4%
CSX vs IRM
+514.0%
-97.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.1% |
| 7D | -0.3% | -5.3% | +5.0% | +1.3% |
| 30D | +8.7% | -2.3% | +11.0% | +9.1% |
| 3M | +4.2% | -7.4% | +11.6% | +6.3% |
| 6M | +16.7% | -12.2% | +28.9% | +20.6% |
| YTD | +44.5% | +38.6% | +5.8% | +25.9% |
| 1Y | +50.3% | +14.9% | +35.4% | +39.8% |
| 3Y | +76.3% | +108.2% | -31.9% | +24.2% |
| 5Y | +58.1% | +183.8% | -125.7% | -4.3% |
| 10Y | +416.4% | +512.6% | -96.2% | +125.2% |
| All | +416.4% | +514.0% | -97.6% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling