+68.6%
CSX vs IEF
+12.2%
+56.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.2% | -3.3% |
| 7D | -5.5% | +0.1% | -5.6% | -5.5% |
| 30D | +4.9% | +3.1% | +1.8% | +4.4% |
| 3M | -2.9% | -0.5% | -2.4% | -2.9% |
| 6M | +8.3% | -1.6% | +10.0% | +8.5% |
| YTD | +36.7% | -1.6% | +38.3% | +36.9% |
| 1Y | +41.5% | -1.5% | +43.0% | +41.7% |
| 3Y | +68.6% | +12.4% | +56.2% | +62.5% |
| All | +68.6% | +12.2% | +56.4% | +62.5% |
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