+412.6%
CSX vs IWD
+212.1%
+200.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.0% | +0.8% | +0.6% |
| 7D | -2.2% | +1.3% | -3.5% | -3.5% |
| 30D | +6.8% | +3.6% | +3.2% | +2.8% |
| 3M | +0.7% | +2.3% | -1.6% | -1.9% |
| 6M | +13.3% | +13.0% | +0.2% | -1.3% |
| YTD | +40.5% | +26.2% | +14.3% | +8.6% |
| 1Y | +44.7% | +30.5% | +14.2% | +7.7% |
| 3Y | +74.5% | +86.2% | -11.7% | -12.6% |
| 5Y | +52.0% | +72.9% | -20.9% | -17.3% |
| 10Y | +412.6% | +205.0% | +207.6% | +50.3% |
| All | +412.6% | +212.1% | +200.6% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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