+413.4%
CSX vs IWD
+203.6%
+209.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.1% |
| 7D | -0.3% | -0.6% | +0.3% | +0.3% |
| 30D | +8.7% | +3.6% | +5.1% | +4.6% |
| 3M | +4.2% | +2.7% | +1.6% | +1.2% |
| 6M | +16.7% | +13.2% | +3.5% | +1.5% |
| YTD | +44.5% | +26.8% | +17.7% | +11.1% |
| 1Y | +50.3% | +29.3% | +21.0% | +13.1% |
| 3Y | +76.3% | +85.1% | -8.8% | -11.1% |
| 5Y | +58.1% | +74.2% | -16.1% | -14.7% |
| All | +413.4% | +203.6% | +209.8% | +52.8% |
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