+58.1%
CSX vs IRM
+186.8%
-128.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.2% |
| 7D | -0.3% | -5.3% | +5.0% | +1.0% |
| 30D | +8.7% | -2.3% | +11.0% | +9.1% |
| 3M | +4.2% | -7.4% | +11.6% | +5.8% |
| 6M | +16.7% | -12.2% | +28.9% | +19.9% |
| YTD | +44.5% | +38.6% | +5.8% | +29.3% |
| 1Y | +50.3% | +14.9% | +35.4% | +41.9% |
| 3Y | +76.3% | +108.2% | -31.9% | +27.0% |
| 5Y | +58.1% | +183.8% | -125.7% | -1.1% |
| All | +58.1% | +186.8% | -128.7% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling