+14.8%
IGV vs CSX
+57.8%
-43.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | +2.3% | +6.0% | -3.6% | -0.1% |
| 30D | -6.0% | +7.8% | -13.8% | -9.1% |
| 3M | -4.8% | +4.1% | -8.9% | -6.6% |
| 6M | +14.2% | +17.9% | -3.7% | +5.3% |
| YTD | -4.2% | +44.9% | -49.1% | -21.3% |
| 1Y | -5.3% | +51.1% | -56.4% | -23.9% |
| 3Y | +38.8% | +78.3% | -39.5% | -2.4% |
| All | +14.8% | +57.8% | -43.0% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling