+20.0%
IWM vs CSX
+47.4%
-27.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +2.7% |
| 7D | -2.0% | -5.5% | +3.5% | +0.9% |
| 30D | -1.5% | +4.9% | -6.4% | -4.2% |
| 3M | -8.0% | -2.9% | -5.2% | -6.9% |
| 6M | -4.1% | +8.3% | -12.4% | -9.1% |
| YTD | +11.9% | +36.7% | -24.8% | -7.5% |
| 1Y | +15.0% | +41.5% | -26.5% | -6.8% |
| 3Y | +64.2% | +68.6% | -4.4% | +17.2% |
| All | +20.0% | +47.4% | -27.3% | -13.1% |
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