+412.6%
CSX vs IWF
+391.9%
+20.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.9% | -0.1% | +0.8% |
| 7D | -2.2% | -1.0% | -1.2% | -1.7% |
| 30D | +6.8% | -10.1% | +16.9% | +14.4% |
| 3M | +0.7% | -7.6% | +8.3% | +5.6% |
| 6M | +13.3% | -6.7% | +20.0% | +17.1% |
| YTD | +40.5% | -2.5% | +43.1% | +40.2% |
| 1Y | +44.7% | -2.1% | +46.7% | +43.7% |
| 3Y | +74.5% | +68.6% | +5.9% | +10.2% |
| 5Y | +52.0% | +55.8% | -3.8% | +0.8% |
| 10Y | +412.6% | +383.3% | +29.4% | +23.7% |
| All | +412.6% | +391.9% | +20.8% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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