+413.4%
CSX vs IAG
+410.5%
+3.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +1.7% |
| 7D | -0.3% | +3.4% | -3.7% | -0.5% |
| 30D | +8.7% | -2.7% | +11.4% | +8.7% |
| 3M | +4.2% | -0.5% | +4.7% | +4.1% |
| 6M | +16.7% | -4.8% | +21.5% | +16.5% |
| YTD | +44.5% | +9.6% | +34.9% | +43.0% |
| 1Y | +50.3% | +32.2% | +18.1% | +47.6% |
| 3Y | +76.3% | +692.5% | -616.2% | +58.3% |
| 5Y | +58.1% | +447.6% | -389.4% | +40.2% |
| All | +413.4% | +410.5% | +3.0% | +354.9% |
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