+427.3%
CSX vs IWF
+378.8%
+48.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.6% | -4.2% |
| 7D | -5.5% | -5.0% | -0.5% | -2.3% |
| 30D | +4.9% | -13.2% | +18.1% | +15.1% |
| 3M | -2.9% | -9.4% | +6.6% | +3.2% |
| 6M | +8.3% | -8.6% | +16.9% | +13.5% |
| YTD | +36.7% | -5.3% | +42.0% | +39.2% |
| 1Y | +41.5% | -5.0% | +46.5% | +43.4% |
| 3Y | +68.6% | +64.6% | +4.0% | +8.1% |
| 5Y | +48.4% | +50.8% | -2.3% | +0.7% |
| All | +427.3% | +378.8% | +48.5% | +25.2% |
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