+72.2%
CSX vs IVZ
+136.1%
-63.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.6% |
| 7D | -3.4% | +0.6% | -4.0% | -3.5% |
| 30D | -3.1% | +4.0% | -7.1% | -4.0% |
| 3M | +7.2% | +18.2% | -11.0% | +2.6% |
| 6M | +16.2% | +32.8% | -16.7% | +7.5% |
| YTD | +37.5% | +28.7% | +8.8% | +27.7% |
| 1Y | +53.2% | +55.4% | -2.1% | +34.9% |
| All | +72.2% | +136.1% | -63.9% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling