+412.6%
CSX vs IAG
+326.7%
+86.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.8% | -3.0% | +2.6% |
| 7D | -2.2% | +24.0% | -26.2% | -3.0% |
| 30D | +6.8% | +5.5% | +1.3% | +6.5% |
| 3M | +0.7% | +8.3% | -7.6% | +0.2% |
| 6M | +13.3% | +6.1% | +7.2% | +12.6% |
| YTD | +40.5% | +20.3% | +20.2% | +38.7% |
| 1Y | +44.7% | +56.5% | -11.8% | +41.3% |
| 3Y | +74.5% | +762.6% | -688.1% | +56.7% |
| 5Y | +52.0% | +546.3% | -494.3% | +34.4% |
| 10Y | +412.6% | +356.1% | +56.6% | +353.6% |
| All | +412.6% | +326.7% | +86.0% | +353.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling