+155.4%
IWM vs CSX
+416.0%
-260.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.3% |
| 7D | +0.3% | +0.7% | -0.4% | -0.1% |
| 30D | +0.6% | +8.1% | -7.5% | -3.4% |
| 3M | -6.2% | +2.2% | -8.4% | -7.5% |
| 6M | -0.8% | +14.6% | -15.4% | -8.1% |
| YTD | +14.8% | +42.2% | -27.4% | -5.2% |
| 1Y | +16.1% | +47.3% | -31.2% | -5.7% |
| 3Y | +71.5% | +73.5% | -2.0% | +26.5% |
| 5Y | +25.8% | +54.1% | -28.4% | -2.9% |
| 10Y | +155.4% | +409.0% | -253.6% | +47.2% |
| All | +155.4% | +416.0% | -260.6% | +47.2% |
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