+77.8%
CSX vs IWF
+68.4%
+9.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +0.9% |
| 7D | -0.3% | -1.1% | +0.8% | 0.0% |
| 30D | +8.7% | -8.3% | +17.0% | +11.6% |
| 3M | +4.2% | -5.6% | +9.8% | +5.8% |
| 6M | +16.7% | -5.4% | +22.1% | +18.1% |
| YTD | +44.5% | -1.2% | +45.7% | +43.2% |
| 1Y | +50.3% | -2.7% | +52.9% | +49.8% |
| All | +77.8% | +68.4% | +9.4% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling