+64.2%
IWM vs CSX
+68.4%
-4.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +2.5% |
| 7D | -2.0% | -5.5% | +3.5% | +0.5% |
| 30D | -1.5% | +4.9% | -6.4% | -3.9% |
| 3M | -8.0% | -2.9% | -5.2% | -7.0% |
| 6M | -4.1% | +8.3% | -12.4% | -8.8% |
| YTD | +11.9% | +36.7% | -24.8% | -6.5% |
| 1Y | +15.0% | +41.5% | -26.5% | -5.8% |
| 3Y | +64.2% | +68.6% | -4.4% | +13.4% |
| All | +64.2% | +68.4% | -4.2% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling