+68.6%
CSX vs IRM
+90.1%
-21.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.3% | -3.5% |
| 7D | -5.5% | -8.6% | +3.1% | -4.1% |
| 30D | +4.9% | -8.0% | +12.9% | +6.3% |
| 3M | -2.9% | -12.0% | +9.1% | -0.9% |
| 6M | +8.3% | -18.2% | +26.5% | +11.9% |
| YTD | +36.7% | +31.4% | +5.4% | +28.0% |
| 1Y | +41.5% | +9.2% | +32.3% | +37.3% |
| 3Y | +68.6% | +94.6% | -26.0% | +24.7% |
| All | +68.6% | +90.1% | -21.4% | +24.7% |
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