+74.5%
CSX vs IWD
+79.4%
-4.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | +0.3% |
| 7D | -2.7% | -0.9% | -1.8% | -1.8% |
| 30D | +7.0% | +2.6% | +4.4% | +4.3% |
| 3M | -0.3% | +1.2% | -1.5% | -1.6% |
| 6M | +13.5% | +12.1% | +1.4% | +0.7% |
| YTD | +41.5% | +24.1% | +17.4% | +13.1% |
| 1Y | +45.8% | +28.5% | +17.3% | +12.4% |
| All | +74.5% | +79.4% | -4.9% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling