+416.4%
CSX vs IVZ
+44.4%
+372.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.9% |
| 7D | -0.3% | -2.8% | +2.5% | +0.6% |
| 30D | +8.7% | -2.2% | +10.8% | +9.2% |
| 3M | +4.2% | -8.1% | +12.3% | +6.9% |
| 6M | +16.7% | +3.8% | +12.9% | +13.5% |
| YTD | +44.5% | +11.5% | +33.0% | +35.6% |
| 1Y | +50.3% | +23.7% | +26.6% | +35.4% |
| 3Y | +76.3% | +145.8% | -69.5% | +16.9% |
| 5Y | +58.1% | +36.1% | +22.0% | +27.9% |
| 10Y | +416.4% | +42.4% | +374.0% | +270.0% |
| All | +416.4% | +44.4% | +372.0% | +270.0% |
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