-21.4%
CTSH vs IOT
+54.1%
-75.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.0% | +2.9% |
| 7D | -3.7% | -4.5% | +0.8% | -3.0% |
| 30D | +3.7% | -2.4% | +6.1% | +4.0% |
| 3M | +17.9% | +19.0% | -1.1% | +14.5% |
| 6M | -2.6% | +19.6% | -22.3% | -5.9% |
| YTD | -26.4% | +8.3% | -34.7% | -28.2% |
| 1Y | -13.0% | -0.8% | -12.2% | -14.5% |
| 3Y | -11.2% | +24.4% | -35.6% | -17.9% |
| All | -21.4% | +54.1% | -75.5% | -35.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling