+409.0%
CSX vs IYR
+86.1%
+322.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +0.7% | +2.1% | -1.4% | -0.7% |
| 30D | +8.1% | +7.2% | +0.9% | +2.9% |
| 3M | +2.2% | +0.4% | +1.8% | +1.8% |
| 6M | +14.6% | +1.4% | +13.2% | +13.1% |
| YTD | +42.2% | +11.3% | +30.8% | +31.3% |
| 1Y | +47.3% | +10.5% | +36.8% | +36.8% |
| 3Y | +73.5% | +41.7% | +31.8% | +32.4% |
| 5Y | +54.1% | +7.1% | +47.0% | +43.4% |
| 10Y | +409.0% | +89.1% | +319.9% | +248.1% |
| All | +409.0% | +86.1% | +322.9% | +248.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling