+72.2%
CSX vs IAU
+127.9%
-55.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +0.9% |
| 7D | -3.4% | -0.5% | -2.9% | -3.4% |
| 30D | -3.1% | +4.4% | -7.5% | -3.3% |
| 3M | +7.2% | -1.1% | +8.2% | +7.2% |
| 6M | +16.2% | -13.7% | +29.9% | +16.7% |
| YTD | +37.5% | +2.7% | +34.8% | +38.6% |
| 1Y | +53.2% | +24.6% | +28.6% | +56.3% |
| All | +72.2% | +127.9% | -55.7% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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