-61.9%
CSGP vs IOT
+77.5%
-139.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.5% |
| 7D | -3.2% | +0.8% | -4.0% | -3.3% |
| 30D | +2.2% | -0.2% | +2.5% | +2.3% |
| 3M | -3.7% | +4.0% | -7.6% | -4.7% |
| 6M | -7.4% | +39.4% | -46.8% | -13.9% |
| YTD | -54.9% | +16.9% | -71.8% | -57.3% |
| 1Y | -54.9% | +4.1% | -59.0% | -56.6% |
| 3Y | -61.9% | +72.7% | -134.6% | -67.6% |
| All | -61.9% | +77.5% | -139.4% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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