+72.2%
CSX vs IAG
+746.3%
-674.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +0.9% |
| 7D | -3.4% | -0.5% | -2.8% | -3.4% |
| 30D | -3.1% | +28.9% | -32.0% | -3.8% |
| 3M | +7.2% | +19.1% | -12.0% | +6.5% |
| 6M | +16.2% | -10.3% | +26.4% | +16.1% |
| YTD | +37.5% | +24.2% | +13.4% | +36.5% |
| 1Y | +53.2% | +116.5% | -63.3% | +50.3% |
| All | +72.2% | +746.3% | -674.1% | +53.5% |
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