+6,803.8%
CSX vs IYR
+700.6%
+6,103.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.3% |
| 7D | -3.4% | -1.2% | -2.1% | -2.6% |
| 30D | -3.1% | -2.9% | -0.2% | -1.3% |
| 3M | +7.2% | +0.8% | +6.3% | +6.5% |
| 6M | +16.2% | +1.9% | +14.3% | +14.7% |
| YTD | +37.5% | +9.6% | +27.9% | +29.7% |
| 1Y | +53.2% | +8.1% | +45.1% | +45.7% |
| 3Y | +68.2% | +29.2% | +39.0% | +41.4% |
| 5Y | +65.2% | +4.3% | +60.9% | +57.7% |
| 10Y | +504.1% | +64.7% | +439.4% | +330.3% |
| All | +6,803.8% | +700.6% | +6,103.3% | +1,278.6% |
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