-60.6%
CSGP vs IOT
+75.5%
-136.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.8% |
| 7D | +1.3% | +0.9% | +0.4% | +1.2% |
| 30D | +2.8% | +1.4% | +1.5% | +2.5% |
| 3M | -6.3% | +0.5% | -6.9% | -6.7% |
| 6M | -3.2% | +50.3% | -53.4% | -11.1% |
| YTD | -54.0% | +16.7% | -70.6% | -56.3% |
| 1Y | -54.8% | +6.8% | -61.6% | -56.7% |
| 3Y | -60.6% | +75.5% | -136.1% | -66.5% |
| All | -60.6% | +75.5% | -136.1% | -66.5% |
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