+357.9%
IGV vs CSX
+487.8%
-129.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.5% |
| 7D | -3.3% | +0.6% | -3.9% | -3.6% |
| 30D | 0.0% | -2.3% | +2.2% | +0.9% |
| 3M | +7.3% | +4.3% | +3.1% | +5.2% |
| 6M | +16.7% | +23.4% | -6.6% | +5.8% |
| YTD | -2.8% | +36.4% | -39.3% | -16.0% |
| 1Y | -6.7% | +53.0% | -59.7% | -23.4% |
| 3Y | +41.1% | +70.6% | -29.5% | +8.7% |
| 5Y | +22.0% | +65.5% | -43.5% | -5.3% |
| 10Y | +357.9% | +482.4% | -124.4% | +158.7% |
| All | +357.9% | +487.8% | -129.9% | +158.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CSX 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling