+1.8%
CTSH vs IOVA
+99.0%
-97.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.4% | -0.7% |
| 7D | -2.1% | -3.5% | +1.3% | -2.0% |
| 30D | +1.4% | -45.4% | +46.8% | +3.6% |
| 3M | +7.5% | +19.0% | -11.6% | +6.0% |
| 6M | +39.6% | +112.0% | -72.5% | +33.5% |
| YTD | -22.3% | +184.2% | -206.6% | -27.5% |
| 1Y | -12.0% | +222.0% | -233.9% | -18.5% |
| 3Y | +1.8% | +92.6% | -90.8% | -10.1% |
| All | +1.8% | +99.0% | -97.2% | -10.1% |
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 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