+39.1%
IGV vs CSX
+78.6%
-39.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.7% | -1.0% |
| 7D | +2.5% | +3.1% | -0.6% | +1.7% |
| 30D | -8.6% | +9.7% | -18.3% | -10.7% |
| 3M | -1.6% | +4.9% | -6.5% | -2.8% |
| 6M | +13.4% | +18.4% | -4.9% | +7.8% |
| YTD | -4.0% | +45.9% | -49.9% | -16.3% |
| 1Y | -7.6% | +50.0% | -57.6% | -20.4% |
| All | +39.1% | +78.6% | -39.5% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling