+7,221.6%
CSX vs IYR
+706.4%
+6,515.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.4% |
| 7D | +3.1% | -0.1% | +3.2% | +3.2% |
| 30D | +9.7% | +5.7% | +4.0% | +6.0% |
| 3M | +4.9% | -0.6% | +5.5% | +5.2% |
| 6M | +18.4% | +0.5% | +17.8% | +17.7% |
| YTD | +45.9% | +10.4% | +35.4% | +36.8% |
| 1Y | +50.0% | +9.2% | +40.8% | +41.7% |
| 3Y | +78.0% | +40.5% | +37.5% | +42.1% |
| 5Y | +59.2% | +5.9% | +53.2% | +50.4% |
| 10Y | +421.4% | +86.5% | +334.9% | +245.2% |
| All | +7,221.6% | +706.4% | +6,515.2% | +1,354.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling