+427.3%
CSX vs IVZ
+48.5%
+378.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -5.5% | -2.4% | -3.1% | -4.8% |
| 30D | +4.9% | -11.2% | +16.1% | +9.2% |
| 3M | -2.9% | -14.0% | +11.1% | +2.1% |
| 6M | +8.3% | +0.5% | +7.9% | +6.6% |
| YTD | +36.7% | +5.4% | +31.3% | +31.0% |
| 1Y | +41.5% | +19.5% | +22.0% | +29.0% |
| 3Y | +68.6% | +128.7% | -60.1% | +14.6% |
| 5Y | +48.4% | +28.8% | +19.7% | +22.4% |
| All | +427.3% | +48.5% | +378.9% | +257.7% |
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