+827.4%
CSX vs IEFA
+206.4%
+621.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.0% | -0.3% | 0.0% |
| 7D | -2.2% | +1.1% | -3.3% | -3.1% |
| 30D | +6.8% | +1.2% | +5.6% | +5.6% |
| 3M | +0.7% | -3.4% | +4.1% | +3.7% |
| 6M | +13.3% | +2.0% | +11.2% | +10.4% |
| YTD | +40.5% | +11.0% | +29.5% | +26.2% |
| 1Y | +44.7% | +15.2% | +29.4% | +25.4% |
| 3Y | +74.5% | +68.4% | +6.1% | +3.3% |
| 5Y | +52.0% | +48.4% | +3.6% | +1.1% |
| 10Y | +412.6% | +146.4% | +266.3% | +104.1% |
| All | +827.4% | +206.4% | +621.0% | +182.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling