+6,269.7%
CSX vs IWF
+727.1%
+5,542.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -3.4% | +0.5% | -3.9% | -3.8% |
| 30D | -3.1% | -0.4% | -2.7% | -2.8% |
| 3M | +7.2% | -2.6% | +9.8% | +8.6% |
| 6M | +16.2% | +9.1% | +7.0% | +6.2% |
| YTD | +37.5% | +4.5% | +33.1% | +30.3% |
| 1Y | +53.2% | +10.1% | +43.1% | +38.0% |
| 3Y | +68.2% | +77.6% | -9.4% | -5.3% |
| 5Y | +65.2% | +73.7% | -8.5% | -8.3% |
| 10Y | +504.1% | +411.5% | +92.6% | +16.4% |
| All | +6,269.7% | +727.1% | +5,542.7% | +488.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling