+43.4%
CSX vs IOT
+61.2%
-17.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +0.6% | +2.8% | -2.2% | +0.4% |
| 30D | -2.3% | -1.8% | -0.5% | -2.2% |
| 3M | +4.3% | +17.9% | -13.6% | +2.8% |
| 6M | +23.4% | +13.5% | +9.8% | +21.5% |
| YTD | +36.4% | +13.3% | +23.1% | +33.8% |
| 1Y | +53.0% | -3.3% | +56.4% | +51.9% |
| 3Y | +70.6% | +31.3% | +39.3% | +60.9% |
| All | +43.4% | +61.2% | -17.8% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 10y: compounded portfolio wealth divided by compounded IOT 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…
10y analysis · Full analysis span regression · 6 months rolling