+4,056.8%
CSX vs IAG
+377.5%
+3,679.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.0% |
| 7D | -3.4% | -0.5% | -2.8% | -3.4% |
| 30D | -3.1% | +28.9% | -32.0% | -5.1% |
| 3M | +7.2% | +19.1% | -12.0% | +5.3% |
| 6M | +16.2% | -10.3% | +26.4% | +16.3% |
| YTD | +37.5% | +24.2% | +13.4% | +33.7% |
| 1Y | +53.2% | +116.5% | -63.3% | +42.1% |
| 3Y | +68.2% | +742.8% | -674.6% | +36.0% |
| 5Y | +65.2% | +753.3% | -688.1% | +29.1% |
| 10Y | +504.1% | +403.2% | +100.9% | +358.6% |
| All | +4,056.8% | +377.5% | +3,679.3% | +2,661.0% |
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