+44.6%
CSX vs IOT
+61.4%
-16.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.9% | +0.6% |
| 7D | -3.4% | -2.3% | -1.1% | -3.2% |
| 30D | -3.1% | +3.8% | -6.9% | -3.4% |
| 3M | +7.2% | +14.2% | -7.0% | +5.8% |
| 6M | +16.2% | +40.1% | -23.9% | +12.1% |
| YTD | +37.5% | +13.4% | +24.1% | +34.9% |
| 1Y | +53.2% | +12.2% | +41.1% | +49.8% |
| 3Y | +68.2% | +30.0% | +38.3% | +58.8% |
| All | +44.6% | +61.4% | -16.8% | +28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling