+3,361.7%
CSX vs IRM
+9,056.8%
-5,695.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -11.1% | +8.7% | +0.9% |
| 7D | -2.7% | -10.9% | +8.2% | +0.5% |
| 30D | +7.0% | -9.4% | +16.5% | +9.8% |
| 3M | -0.3% | -16.4% | +16.1% | +4.5% |
| 6M | +13.5% | -18.7% | +32.3% | +19.6% |
| YTD | +41.5% | +30.1% | +11.4% | +28.7% |
| 1Y | +45.8% | +8.5% | +37.2% | +39.6% |
| 3Y | +74.4% | +88.0% | -13.7% | +37.7% |
| 5Y | +53.6% | +167.6% | -114.0% | +7.4% |
| 10Y | +465.6% | +458.9% | +6.7% | +207.5% |
| All | +3,361.7% | +9,056.8% | -5,695.1% | +1,187.9% |
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