+71.5%
IWM vs CSX
+75.3%
-3.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.2% |
| 7D | +0.3% | +0.7% | -0.4% | -0.1% |
| 30D | +0.6% | +8.1% | -7.5% | -3.2% |
| 3M | -6.2% | +2.2% | -8.4% | -7.4% |
| 6M | -0.8% | +14.6% | -15.4% | -8.1% |
| YTD | +14.8% | +42.2% | -27.4% | -5.8% |
| 1Y | +16.1% | +47.3% | -31.2% | -6.6% |
| 3Y | +71.5% | +73.5% | -2.0% | +19.8% |
| All | +71.5% | +75.3% | -3.8% | +19.8% |
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