+48.2%
CSX vs IVZ
+27.3%
+20.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -5.5% | -2.4% | -3.1% | -4.9% |
| 30D | +4.9% | -11.2% | +16.1% | +8.3% |
| 3M | -2.9% | -14.0% | +11.1% | +1.0% |
| 6M | +8.3% | +0.5% | +7.9% | +7.0% |
| YTD | +36.7% | +5.4% | +31.3% | +32.1% |
| 1Y | +41.5% | +19.5% | +22.0% | +31.2% |
| 3Y | +68.6% | +128.7% | -60.1% | +21.8% |
| All | +48.2% | +27.3% | +20.9% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling