-35.1%
CSGP vs IOT
+39.3%
-74.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.7% | -6.2% | -3.4% |
| 7D | -4.1% | -2.3% | -1.7% | -3.6% |
| 30D | +2.3% | +3.8% | -1.5% | +1.0% |
| 3M | -8.2% | +14.2% | -22.3% | -12.8% |
| 6M | -35.1% | +40.1% | -75.2% | -41.9% |
| All | -35.1% | +39.3% | -74.4% | -41.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling