+45.6%
CSX vs IVZ
+25.5%
+20.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.8% | -4.0% | +1.8% |
| 7D | -2.2% | +4.1% | -6.3% | -2.8% |
| 30D | +6.8% | -2.0% | +8.8% | +6.9% |
| 3M | +0.7% | -7.8% | +8.5% | +1.7% |
| 6M | +13.3% | +6.3% | +6.9% | +11.4% |
| YTD | +40.5% | +12.6% | +28.0% | +34.5% |
| All | +45.6% | +25.5% | +20.1% | +34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling