-7.6%
CTSH vs IFF
+44.8%
-52.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.9% | +7.9% | +3.8% |
| 7D | -0.9% | -3.3% | +2.4% | -0.4% |
| 30D | +13.1% | +5.3% | +7.8% | +12.3% |
| 3M | +17.9% | +8.9% | +9.0% | +16.4% |
| 6M | +28.5% | +26.3% | +2.1% | +25.0% |
| YTD | -19.3% | +32.2% | -51.5% | -24.4% |
| 1Y | -7.6% | +45.8% | -53.4% | -16.9% |
| All | -7.6% | +44.8% | -52.4% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling