+4,176.3%
CSX vs IAG
+308.0%
+3,868.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | -2.7% | +4.5% | -7.2% | -3.1% |
| 30D | +7.0% | -5.7% | +12.7% | +7.3% |
| 3M | -0.3% | +10.1% | -10.4% | -1.4% |
| 6M | +13.5% | +7.3% | +6.2% | +12.0% |
| YTD | +41.5% | +6.1% | +35.4% | +38.9% |
| 1Y | +45.8% | +46.8% | -1.0% | +39.4% |
| 3Y | +74.4% | +573.1% | -498.7% | +43.4% |
| 5Y | +53.6% | +477.6% | -423.9% | +23.9% |
| 10Y | +465.6% | +315.7% | +149.9% | +337.1% |
| All | +4,176.3% | +308.0% | +3,868.3% | +2,768.6% |
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