-61.2%
CSGP vs IOT
+69.6%
-130.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.6% |
| 7D | -7.1% | -1.3% | -5.8% | -6.8% |
| 30D | +3.6% | +1.5% | +2.1% | +3.3% |
| 3M | -2.7% | +4.8% | -7.5% | -4.0% |
| 6M | -8.0% | +45.3% | -53.4% | -15.7% |
| YTD | -55.0% | +19.2% | -74.1% | -57.5% |
| 1Y | -55.8% | +6.1% | -61.8% | -57.4% |
| 3Y | -62.0% | +76.0% | -138.0% | -68.9% |
| All | -61.2% | +69.6% | -130.9% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling