+203.9%
IOT vs CRBG
+117.3%
+86.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.8% |
| 7D | -4.5% | +0.6% | -5.1% | -4.8% |
| 30D | -2.4% | +2.6% | -5.1% | -3.7% |
| 3M | +19.0% | +24.0% | -5.0% | +7.2% |
| 6M | +19.6% | +50.5% | -30.9% | -2.2% |
| YTD | +8.3% | +17.1% | -8.9% | -0.8% |
| 1Y | -0.8% | +5.9% | -6.7% | -4.9% |
| 3Y | +24.4% | +122.7% | -98.3% | -17.0% |
| All | +203.9% | +117.3% | +86.6% | +113.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 all: compounded portfolio wealth divided by compounded CRBG 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…
all analysis · Full analysis span regression · 6 months rolling