+4,032.4%
CSX vs IAG
+337.4%
+3,695.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +7.2% | -10.6% | -3.9% |
| 7D | -5.5% | +21.4% | -26.9% | -7.0% |
| 30D | +4.9% | +4.0% | +0.9% | +4.4% |
| 3M | -2.9% | +17.0% | -19.9% | -4.4% |
| 6M | +8.3% | +1.4% | +6.9% | +7.4% |
| YTD | +36.7% | +13.8% | +23.0% | +33.5% |
| 1Y | +41.5% | +55.8% | -14.3% | +34.7% |
| 3Y | +68.6% | +647.4% | -578.8% | +37.5% |
| 5Y | +48.4% | +519.1% | -470.7% | +19.0% |
| 10Y | +446.6% | +345.6% | +101.0% | +320.0% |
| All | +4,032.4% | +337.4% | +3,695.0% | +2,656.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling