+47.1%
CSX vs IYR
+12.4%
+34.7%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.5% | +0.6% |
| 7D | +0.1% | +6.9% | -6.8% | -4.1% |
| 30D | +9.7% | +10.2% | -0.5% | +3.0% |
| 3M | +2.3% | -0.3% | +2.6% | +2.6% |
| 6M | +17.1% | +3.6% | +13.5% | +14.0% |
| YTD | +44.9% | +12.5% | +32.4% | +32.1% |
| 1Y | +47.1% | +12.4% | +34.6% | +34.1% |
| All | +47.1% | +12.4% | +34.7% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 1y: compounded portfolio wealth divided by compounded IYR 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…
1y analysis · Full analysis span regression · 6 months rolling