+22.5%
CTSH vs IOVA
+6.6%
+15.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.8% |
| 7D | -5.5% | +5.1% | -10.5% | -5.8% |
| 30D | +4.5% | +37.2% | -32.7% | +2.2% |
| 3M | +13.7% | +117.5% | -103.8% | +6.7% |
| 6M | -8.4% | +69.6% | -78.0% | -13.2% |
| YTD | -26.5% | +218.7% | -245.2% | -34.0% |
| 1Y | -13.9% | +265.5% | -279.5% | -24.1% |
| 3Y | -11.3% | +46.2% | -57.6% | -22.5% |
| 5Y | -14.8% | -63.2% | +48.4% | -20.9% |
| 10Y | +22.5% | +6.1% | +16.4% | -5.4% |
| All | +22.5% | +6.6% | +15.9% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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