+427.3%
CSX vs IYR
+82.1%
+345.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -2.9% |
| 7D | -5.5% | +2.0% | -7.5% | -6.8% |
| 30D | +4.9% | +8.2% | -3.3% | -0.8% |
| 3M | -2.9% | -1.7% | -1.1% | -1.7% |
| 6M | +8.3% | -0.4% | +8.7% | +8.3% |
| YTD | +36.7% | +9.9% | +26.9% | +27.5% |
| 1Y | +41.5% | +10.4% | +31.1% | +31.5% |
| 3Y | +68.6% | +38.4% | +30.2% | +31.1% |
| 5Y | +48.4% | +5.2% | +43.2% | +39.9% |
| All | +427.3% | +82.1% | +345.2% | +278.9% |
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