+808.3%
IWM vs CSX
+6,306.4%
-5,498.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | +0.1% | -3.4% | +3.5% | +1.7% |
| 30D | -1.3% | -3.1% | +1.8% | +0.1% |
| 3M | +1.6% | +7.2% | -5.6% | -2.0% |
| 6M | +13.6% | +16.2% | -2.6% | +5.2% |
| YTD | +20.8% | +37.5% | -16.8% | +3.3% |
| 1Y | +26.4% | +53.2% | -26.8% | +2.7% |
| 3Y | +60.7% | +68.2% | -7.5% | +24.1% |
| 5Y | +38.2% | +65.2% | -27.0% | +6.6% |
| 10Y | +169.5% | +504.1% | -334.7% | +11.8% |
| All | +808.3% | +6,306.4% | -5,498.2% | +61.0% |
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