+354.8%
IGV vs CSX
+436.1%
-81.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.2% | +1.5% |
| 7D | -0.4% | -2.2% | +1.8% | +0.4% |
| 30D | -9.9% | +6.8% | -16.8% | -12.5% |
| 3M | -1.2% | +0.7% | -1.9% | -1.7% |
| 6M | +11.3% | +13.3% | -1.9% | +5.0% |
| YTD | -4.0% | +40.5% | -44.5% | -18.2% |
| 1Y | -7.3% | +44.7% | -52.0% | -22.1% |
| 3Y | +42.8% | +74.5% | -31.7% | +8.6% |
| 5Y | +13.7% | +52.0% | -38.3% | -9.1% |
| 10Y | +354.8% | +412.6% | -57.9% | +184.3% |
| All | +354.8% | +436.1% | -81.3% | +184.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling