+3,265.0%
CSX vs IRM
+9,964.6%
-6,699.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.8% | +0.4% |
| 7D | -3.4% | -0.5% | -2.9% | -3.3% |
| 30D | -3.1% | -8.1% | +5.0% | -0.8% |
| 3M | +7.2% | -9.7% | +16.8% | +10.0% |
| 6M | +16.2% | +10.0% | +6.2% | +12.1% |
| YTD | +37.5% | +43.0% | -5.5% | +22.2% |
| 1Y | +53.2% | +32.7% | +20.6% | +38.6% |
| 3Y | +68.2% | +102.7% | -34.5% | +30.4% |
| 5Y | +65.2% | +187.6% | -122.3% | +13.5% |
| 10Y | +504.1% | +420.1% | +84.0% | +235.6% |
| All | +3,265.0% | +9,964.6% | -6,699.6% | +1,123.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling