+733.6%
IWM vs CSX
+6,490.6%
-5,756.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.2% | -3.5% |
| 7D | -4.6% | -2.7% | -1.9% | -3.4% |
| 30D | -3.7% | +7.0% | -10.7% | -6.8% |
| 3M | -9.4% | -0.3% | -9.1% | -9.5% |
| 6M | -3.6% | +13.5% | -17.2% | -9.8% |
| YTD | +10.8% | +41.5% | -30.7% | -6.6% |
| 1Y | +11.9% | +45.8% | -33.9% | -7.0% |
| 3Y | +60.6% | +74.4% | -13.8% | +21.7% |
| 5Y | +19.2% | +53.6% | -34.4% | -5.1% |
| 10Y | +165.3% | +465.6% | -300.3% | +13.2% |
| All | +733.6% | +6,490.6% | -5,756.9% | +45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling