+41.5%
CSX vs IAG
+55.8%
-14.3%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +7.2% | -10.6% | -3.7% |
| 7D | -5.5% | +21.4% | -26.9% | -6.4% |
| 30D | +4.9% | +4.0% | +0.9% | +4.6% |
| 3M | -2.9% | +17.0% | -19.9% | -3.8% |
| 6M | +8.3% | +1.4% | +6.9% | +8.2% |
| YTD | +36.7% | +13.8% | +23.0% | +36.3% |
| 1Y | +41.5% | +55.8% | -14.3% | +34.4% |
| All | +41.5% | +55.8% | -14.3% | +34.4% |
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