+482.4%
CSX vs IEFA
+143.7%
+338.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.3% |
| 7D | +0.6% | +1.2% | -0.5% | -0.4% |
| 30D | -2.3% | -0.6% | -1.7% | -1.7% |
| 3M | +4.3% | +6.2% | -1.9% | -1.6% |
| 6M | +23.4% | +11.2% | +12.2% | +11.0% |
| YTD | +36.4% | +14.2% | +22.2% | +19.5% |
| 1Y | +53.0% | +20.0% | +33.0% | +27.8% |
| 3Y | +70.6% | +68.8% | +1.8% | +0.2% |
| 5Y | +65.5% | +52.7% | +12.8% | +7.3% |
| 10Y | +482.4% | +144.2% | +338.1% | +135.2% |
| All | +482.4% | +143.7% | +338.7% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 10y: compounded portfolio wealth divided by compounded IEFA 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…
10y analysis · Full analysis span regression · 6 months rolling