+973.2%
IGV vs CSX
+3,279.2%
-2,306.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.6% |
| 7D | -4.5% | -3.4% | -1.1% | -3.1% |
| 30D | +3.2% | -3.1% | +6.3% | +4.6% |
| 3M | +4.5% | +7.2% | -2.6% | +1.1% |
| 6M | +22.1% | +16.2% | +5.9% | +13.1% |
| YTD | -1.0% | +37.5% | -38.6% | -15.1% |
| 1Y | -2.1% | +53.2% | -55.3% | -20.1% |
| 3Y | +44.6% | +68.2% | -23.7% | +11.8% |
| 5Y | +22.2% | +65.2% | -43.1% | -5.3% |
| 10Y | +364.7% | +504.1% | -139.4% | +93.5% |
| All | +973.2% | +3,279.2% | -2,306.0% | +57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling