-7.3%
CTSH vs IOVA
+44.8%
-52.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.6% | -3.6% |
| 7D | -2.7% | +9.7% | -12.4% | -3.1% |
| 30D | +12.4% | +102.5% | -90.2% | +8.9% |
| 3M | +17.4% | +100.7% | -83.3% | +13.3% |
| 6M | -3.1% | +106.3% | -109.4% | -6.9% |
| YTD | -23.6% | +222.0% | -245.5% | -28.6% |
| 1Y | -10.8% | +299.5% | -310.4% | -18.2% |
| All | -7.3% | +44.8% | -52.1% | -18.9% |
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