+313.4%
IVV vs CSX
+422.0%
-108.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.6% |
| 7D | -0.9% | -0.3% | -0.6% | -0.8% |
| 30D | -2.3% | +8.7% | -11.0% | -5.8% |
| 3M | -1.2% | +4.2% | -5.4% | -3.1% |
| 6M | +3.3% | +16.7% | -13.4% | -3.9% |
| YTD | +12.3% | +44.5% | -32.2% | -5.0% |
| 1Y | +12.5% | +50.3% | -37.8% | -6.5% |
| 3Y | +79.2% | +76.3% | +2.9% | +36.2% |
| 5Y | +75.6% | +58.1% | +17.5% | +38.2% |
| 10Y | +313.4% | +416.4% | -103.0% | +144.9% |
| All | +313.4% | +422.0% | -108.6% | +144.9% |
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