-18.4%
CTSH vs IOT
+61.4%
-79.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.7% | -7.3% | -4.2% |
| 7D | -2.7% | -2.3% | -0.4% | -2.4% |
| 30D | +12.4% | +3.8% | +8.6% | +11.5% |
| 3M | +17.4% | +14.2% | +3.2% | +14.6% |
| 6M | -3.1% | +40.1% | -43.2% | -8.6% |
| YTD | -23.6% | +13.4% | -37.0% | -26.0% |
| 1Y | -10.8% | +12.2% | -23.0% | -14.1% |
| 3Y | -8.3% | +30.0% | -38.3% | -15.8% |
| All | -18.4% | +61.4% | -79.8% | -33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling