+22.2%
CTSH vs IFF
-20.3%
+42.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.1% |
| 7D | -3.7% | -3.2% | -0.5% | -2.6% |
| 30D | +3.7% | -0.3% | +4.0% | +3.8% |
| 3M | +17.9% | +8.4% | +9.5% | +14.3% |
| 6M | -2.6% | +23.0% | -25.7% | -11.2% |
| YTD | -26.4% | +25.5% | -51.9% | -33.8% |
| 1Y | -13.0% | +29.1% | -42.1% | -22.9% |
| 3Y | -11.2% | +31.7% | -42.9% | -24.2% |
| 5Y | -14.3% | -35.2% | +20.9% | -4.8% |
| All | +22.2% | -20.3% | +42.4% | +11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling