+78.3%
CSX vs IAG
+663.0%
-584.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.7% |
| 7D | +6.0% | -7.7% | +13.6% | +6.1% |
| 30D | +7.8% | +1.6% | +6.2% | +7.6% |
| 3M | +4.1% | -2.4% | +6.5% | +4.0% |
| 6M | +17.9% | -7.8% | +25.7% | +17.9% |
| YTD | +44.9% | +5.0% | +39.9% | +44.5% |
| 1Y | +51.1% | +25.7% | +25.5% | +50.1% |
| 3Y | +78.3% | +694.5% | -616.2% | +61.2% |
| All | +78.3% | +663.0% | -584.7% | +61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling