+3,653.2%
CSX vs IEF
+129.2%
+3,524.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.2% | -3.5% |
| 7D | -5.5% | +0.1% | -5.6% | -5.4% |
| 30D | +4.9% | +3.1% | +1.8% | +8.4% |
| 3M | -2.9% | -0.5% | -2.4% | -3.5% |
| 6M | +8.3% | -1.6% | +10.0% | +6.2% |
| YTD | +36.7% | -1.6% | +38.3% | +33.9% |
| 1Y | +41.5% | -1.5% | +43.0% | +38.7% |
| 3Y | +68.6% | +12.4% | +56.2% | +93.3% |
| 5Y | +48.4% | -7.5% | +55.9% | +26.2% |
| 10Y | +446.6% | +5.2% | +441.4% | +485.3% |
| All | +3,653.2% | +129.2% | +3,524.1% | +14,752.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling