+37.1%
CTSH vs IOVA
+7.2%
+30.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.1% | -7.0% | +5.0% | -1.6% |
| 30D | +8.0% | -44.4% | +52.4% | +11.5% |
| 3M | +10.6% | +24.7% | -14.1% | +7.5% |
| 6M | +32.5% | +118.6% | -86.1% | +22.4% |
| YTD | -21.0% | +196.3% | -217.3% | -29.6% |
| 1Y | -9.9% | +205.3% | -215.2% | -20.2% |
| 3Y | +3.1% | +103.8% | -100.6% | -13.2% |
| 5Y | -13.4% | -65.6% | +52.2% | -20.0% |
| 10Y | +37.1% | +6.4% | +30.7% | +13.1% |
| All | +37.1% | +7.2% | +30.0% | +13.1% |
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