+47.1%
CSX vs IEF
-1.9%
+49.0%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.0% |
| 7D | +0.1% | +0.9% | -0.8% | -0.8% |
| 30D | +9.7% | +3.1% | +6.7% | +7.0% |
| 3M | +2.3% | -1.4% | +3.6% | +3.2% |
| 6M | +17.1% | -1.6% | +18.6% | +18.6% |
| YTD | +44.9% | -2.1% | +47.0% | +47.1% |
| 1Y | +47.1% | -2.0% | +49.1% | +48.7% |
| All | +47.1% | -1.9% | +49.0% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 1y: compounded portfolio wealth divided by compounded IEF 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…
1y analysis · Full analysis span regression · 6 months rolling