+48.5%
CSX vs IWD
+29.0%
+19.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.2% |
| 7D | -0.3% | -0.6% | +0.3% | +0.2% |
| 30D | +8.7% | +3.6% | +5.1% | +5.2% |
| 3M | +4.2% | +2.7% | +1.6% | +1.7% |
| 6M | +16.7% | +13.2% | +3.5% | +2.5% |
| YTD | +44.5% | +26.8% | +17.7% | +11.9% |
| All | +48.5% | +29.0% | +19.5% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling