+47.3%
CSX vs IAG
+42.2%
+5.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.7% | +7.8% | +1.5% |
| 7D | +0.7% | +16.8% | -16.1% | -0.1% |
| 30D | +8.1% | -1.5% | +9.6% | +8.0% |
| 3M | +2.2% | +0.5% | +1.7% | +2.0% |
| 6M | +14.6% | -1.0% | +15.6% | +14.6% |
| YTD | +42.2% | +12.3% | +29.9% | +41.7% |
| 1Y | +47.3% | +39.2% | +8.1% | +41.1% |
| All | +47.3% | +42.2% | +5.1% | +41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling