-16.5%
CTSH vs IOT
+65.9%
-82.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.7% |
| 7D | -4.2% | +0.6% | -4.8% | -4.3% |
| 30D | +3.9% | +0.1% | +3.8% | +3.9% |
| 3M | +10.2% | +5.0% | +5.1% | +9.0% |
| 6M | +35.3% | +47.0% | -11.8% | +26.9% |
| YTD | -21.8% | +16.6% | -38.4% | -24.8% |
| 1Y | -12.1% | +4.8% | -16.9% | -14.4% |
| 3Y | +2.0% | +72.2% | -70.1% | -9.6% |
| All | -16.5% | +65.9% | -82.4% | -32.0% |
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 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