+306.5%
IVV vs CSX
+440.0%
-133.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +1.7% |
| 7D | -2.7% | -5.5% | +2.8% | -0.4% |
| 30D | -5.4% | +4.9% | -10.3% | -7.4% |
| 3M | -4.1% | -2.9% | -1.2% | -3.2% |
| 6M | +0.7% | +8.3% | -7.6% | -3.3% |
| YTD | +8.7% | +36.7% | -28.0% | -5.9% |
| 1Y | +11.0% | +41.5% | -30.5% | -5.4% |
| 3Y | +75.4% | +68.6% | +6.8% | +35.9% |
| 5Y | +68.3% | +48.4% | +19.9% | +36.0% |
| All | +306.5% | +440.0% | -133.4% | +144.4% |
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