+79.5%
CSX vs IEF
+11.1%
+68.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | +3.1% | -1.9% | +5.0% | +3.5% |
| 30D | +9.7% | +1.1% | +8.6% | +9.5% |
| 3M | +4.9% | -1.9% | +6.9% | +5.2% |
| 6M | +18.4% | -2.4% | +20.7% | +18.7% |
| YTD | +45.9% | -3.0% | +48.9% | +46.5% |
| 1Y | +50.0% | -3.1% | +53.1% | +50.6% |
| All | +79.5% | +11.1% | +68.4% | +72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling