+73.5%
CSX vs IRM
+105.2%
-31.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +0.7% | -5.1% | +5.8% | +1.5% |
| 30D | +8.1% | -3.3% | +11.3% | +8.5% |
| 3M | +2.2% | -8.2% | +10.4% | +3.5% |
| 6M | +14.6% | -12.8% | +27.4% | +16.9% |
| YTD | +42.2% | +36.6% | +5.6% | +32.2% |
| 1Y | +47.3% | +11.9% | +35.4% | +42.3% |
| 3Y | +73.5% | +105.1% | -31.6% | +25.5% |
| All | +73.5% | +105.2% | -31.7% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling