+48.2%
CSX vs IRM
+168.2%
-120.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.3% | -3.6% |
| 7D | -5.5% | -8.6% | +3.1% | -3.4% |
| 30D | +4.9% | -8.0% | +12.9% | +6.9% |
| 3M | -2.9% | -12.0% | +9.1% | 0.0% |
| 6M | +8.3% | -18.2% | +26.5% | +13.4% |
| YTD | +36.7% | +31.4% | +5.4% | +24.1% |
| 1Y | +41.5% | +9.2% | +32.3% | +35.3% |
| 3Y | +68.6% | +94.6% | -26.0% | +23.9% |
| All | +48.2% | +168.2% | -120.0% | -6.6% |
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