-23.7%
CTSH vs IOT
+55.2%
-79.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.7% | +0.9% | -2.3% |
| 7D | -8.2% | +5.1% | -13.3% | -9.0% |
| 30D | +0.4% | -3.0% | +3.4% | +0.8% |
| 3M | +10.6% | +15.0% | -4.4% | +7.9% |
| 6M | -8.8% | +13.1% | -22.0% | -11.1% |
| YTD | -28.6% | +9.0% | -37.6% | -30.5% |
| 1Y | -15.9% | +0.1% | -16.0% | -17.5% |
| 3Y | -13.9% | +26.4% | -40.3% | -20.5% |
| All | -23.7% | +55.2% | -79.0% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling