+414.9%
CSX vs IOVA
+0.8%
+414.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.8% |
| 7D | +6.0% | -3.5% | +9.4% | +6.2% |
| 30D | +7.8% | -45.4% | +53.2% | +10.6% |
| 3M | +4.1% | +19.0% | -14.9% | +1.7% |
| 6M | +17.9% | +112.0% | -94.1% | +10.2% |
| YTD | +44.9% | +184.2% | -139.4% | +31.6% |
| 1Y | +51.1% | +222.0% | -170.8% | +35.8% |
| 3Y | +78.3% | +92.6% | -14.3% | +54.8% |
| 5Y | +58.1% | -63.2% | +121.3% | +46.6% |
| All | +414.9% | +0.8% | +414.1% | +373.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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