+25.9%
IWM vs CSX
+56.8%
-31.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.1% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | +1.9% | +8.7% | -6.8% | -2.7% |
| 3M | -5.7% | +4.2% | -9.9% | -8.0% |
| 6M | -0.3% | +16.7% | -17.0% | -9.2% |
| YTD | +15.8% | +44.5% | -28.7% | -7.0% |
| 1Y | +17.1% | +50.3% | -33.2% | -8.1% |
| 3Y | +73.1% | +76.3% | -3.2% | +20.7% |
| 5Y | +25.9% | +58.1% | -32.3% | -12.3% |
| All | +25.9% | +56.8% | -31.0% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling