+412.6%
CSX vs IYR
+86.8%
+325.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.2% | +1.7% |
| 7D | -2.2% | +2.3% | -4.5% | -3.7% |
| 30D | +6.8% | +7.4% | -0.6% | +1.6% |
| 3M | +0.7% | -0.7% | +1.4% | +1.1% |
| 6M | +13.3% | +1.6% | +11.6% | +11.6% |
| YTD | +40.5% | +11.6% | +29.0% | +29.6% |
| 1Y | +44.7% | +10.5% | +34.2% | +34.4% |
| 3Y | +74.5% | +43.4% | +31.1% | +32.1% |
| 5Y | +52.0% | +6.8% | +45.2% | +41.7% |
| 10Y | +412.6% | +86.0% | +326.7% | +253.9% |
| All | +412.6% | +86.8% | +325.9% | +253.9% |
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