+412.6%
CSX vs IVZ
+55.7%
+357.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.8% | -4.0% | +0.4% |
| 7D | -2.2% | +4.1% | -6.3% | -3.8% |
| 30D | +6.8% | -2.0% | +8.8% | +7.2% |
| 3M | +0.7% | -7.8% | +8.5% | +3.2% |
| 6M | +13.3% | +6.3% | +6.9% | +9.2% |
| YTD | +40.5% | +12.6% | +28.0% | +31.5% |
| 1Y | +44.7% | +27.6% | +17.0% | +28.9% |
| 3Y | +74.5% | +154.0% | -79.5% | +14.2% |
| 5Y | +52.0% | +37.3% | +14.7% | +22.5% |
| 10Y | +412.6% | +50.5% | +362.1% | +257.0% |
| All | +412.6% | +55.7% | +357.0% | +257.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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