-60.9%
CSGP vs IOT
+64.6%
-125.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.3% | -4.4% | -4.6% |
| 7D | +1.3% | -2.6% | +3.9% | +1.8% |
| 30D | +10.7% | +1.2% | +9.5% | +10.4% |
| 3M | +3.3% | +7.2% | -3.9% | +1.4% |
| 6M | -10.3% | +41.7% | -52.0% | -17.4% |
| YTD | -54.6% | +15.6% | -70.2% | -56.9% |
| 1Y | -54.6% | +7.6% | -62.2% | -56.5% |
| 3Y | -60.3% | +69.8% | -130.1% | -67.4% |
| All | -60.9% | +64.6% | -125.4% | -71.5% |
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 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