+310.3%
IVV vs CSX
+415.8%
-105.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | +2.6% | +6.0% | -3.4% | +0.2% |
| 30D | -2.0% | +7.8% | -9.8% | -5.2% |
| 3M | -2.8% | +4.1% | -6.9% | -4.7% |
| 6M | +2.2% | +17.9% | -15.7% | -5.3% |
| YTD | +11.5% | +44.9% | -33.4% | -5.8% |
| 1Y | +13.5% | +51.1% | -37.6% | -5.9% |
| 3Y | +78.1% | +78.3% | -0.2% | +34.7% |
| 5Y | +73.1% | +58.1% | +15.0% | +36.2% |
| All | +310.3% | +415.8% | -105.5% | +143.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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