+48.2%
CSX vs IYR
+5.0%
+43.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.0% |
| 7D | -5.5% | +2.0% | -7.5% | -6.7% |
| 30D | +4.9% | +8.2% | -3.3% | -0.2% |
| 3M | -2.9% | -1.7% | -1.1% | -1.9% |
| 6M | +8.3% | -0.4% | +8.7% | +8.4% |
| YTD | +36.7% | +9.9% | +26.9% | +28.6% |
| 1Y | +41.5% | +10.4% | +31.1% | +32.6% |
| 3Y | +68.6% | +38.4% | +30.2% | +35.0% |
| All | +48.2% | +5.0% | +43.2% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling