+32,929.6%
CTSH vs IFF
+275.0%
+32,654.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.0% | -3.4% |
| 7D | -5.5% | -0.2% | -5.3% | -5.4% |
| 30D | +4.5% | -0.3% | +4.8% | +4.7% |
| 3M | +13.7% | +18.6% | -4.8% | +4.6% |
| 6M | -8.4% | +17.4% | -25.8% | -17.0% |
| YTD | -26.5% | +28.5% | -55.0% | -36.7% |
| 1Y | -13.9% | +32.5% | -46.5% | -27.2% |
| 3Y | -11.3% | +34.1% | -45.4% | -28.0% |
| 5Y | -14.8% | -35.2% | +20.3% | -5.4% |
| 10Y | +22.5% | -21.1% | +43.6% | +14.1% |
| All | +32,929.6% | +275.0% | +32,654.5% | +14,327.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling