+1.8%
CTSH vs IFF
+22.2%
-20.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | -2.1% | -1.8% | -0.4% | -1.8% |
| 30D | +1.4% | -9.4% | +10.8% | +3.7% |
| 3M | +7.5% | -3.0% | +10.4% | +8.2% |
| 6M | +39.6% | +5.8% | +33.8% | +37.4% |
| YTD | -22.3% | +22.4% | -44.7% | -27.3% |
| 1Y | -12.0% | +23.0% | -35.0% | -17.8% |
| 3Y | +1.8% | +21.8% | -20.0% | -11.1% |
| All | +1.8% | +22.2% | -20.4% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling