+58.3%
CSX vs IWF
+55.4%
+2.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.2% |
| 7D | +6.0% | +2.8% | +3.2% | +4.6% |
| 30D | +7.8% | -7.5% | +15.4% | +11.5% |
| 3M | +4.1% | -8.5% | +12.6% | +8.0% |
| 6M | +17.9% | -7.4% | +25.3% | +21.2% |
| YTD | +44.9% | -2.6% | +47.5% | +44.7% |
| 1Y | +51.1% | -1.8% | +53.0% | +50.3% |
| 3Y | +78.3% | +65.5% | +12.8% | +29.3% |
| All | +58.3% | +55.4% | +2.9% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling