+3.1%
CTSH vs IOVA
+85.3%
-82.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.9% | -6.6% | -2.9% |
| 7D | -0.6% | -5.2% | +4.6% | -0.5% |
| 30D | +13.4% | -37.8% | +51.2% | +15.2% |
| 3M | +14.4% | +29.5% | -15.0% | +12.5% |
| 6M | +27.7% | +96.6% | -68.9% | +22.5% |
| YTD | -20.6% | +194.5% | -215.1% | -26.0% |
| 1Y | -9.1% | +248.1% | -257.2% | -16.3% |
| 3Y | +3.1% | +86.1% | -83.0% | -9.9% |
| All | +3.1% | +85.3% | -82.2% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling