+315.1%
IVV vs CSX
+504.4%
-189.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | +0.1% | -3.4% | +3.5% | +1.5% |
| 30D | +0.1% | -3.1% | +3.2% | +1.3% |
| 3M | +2.0% | +7.2% | -5.2% | -1.3% |
| 6M | +13.0% | +16.2% | -3.1% | +5.4% |
| YTD | +13.6% | +37.5% | -24.0% | -1.6% |
| 1Y | +20.1% | +53.2% | -33.2% | -0.9% |
| 3Y | +77.6% | +68.2% | +9.4% | +38.1% |
| 5Y | +82.5% | +65.2% | +17.2% | +41.4% |
| All | +315.1% | +504.4% | -189.2% | +125.1% |
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