+3,675.4%
CSX vs IEF
+129.4%
+3,546.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.8% |
| 7D | -3.4% | -0.3% | -3.1% | -3.7% |
| 30D | -3.1% | -0.8% | -2.3% | -3.9% |
| 3M | +7.2% | -1.0% | +8.1% | +6.0% |
| 6M | +16.2% | -2.8% | +18.9% | +12.4% |
| YTD | +37.5% | -1.5% | +39.0% | +35.0% |
| 1Y | +53.2% | -0.4% | +53.7% | +52.2% |
| 3Y | +68.2% | +9.7% | +58.6% | +86.9% |
| 5Y | +65.2% | -8.3% | +73.6% | +38.6% |
| 10Y | +504.1% | +4.6% | +499.5% | +542.2% |
| All | +3,675.4% | +129.4% | +3,546.0% | +14,872.6% |
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