-10.8%
CTSH vs IOT
+14.9%
-25.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.7% | -7.3% | -4.6% |
| 7D | -2.7% | -2.3% | -0.4% | -2.2% |
| 30D | +12.4% | +3.8% | +8.6% | +10.8% |
| 3M | +17.4% | +14.2% | +3.2% | +12.2% |
| 6M | -3.1% | +40.1% | -43.2% | -12.2% |
| YTD | -23.6% | +13.4% | -37.0% | -29.2% |
| 1Y | -10.8% | +12.2% | -23.0% | -17.0% |
| All | -10.8% | +14.9% | -25.7% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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