-10.9%
CTSH vs IOVA
-64.9%
+54.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.6% | -3.7% |
| 7D | -2.7% | +9.7% | -12.4% | -3.2% |
| 30D | +12.4% | +102.5% | -90.2% | +7.9% |
| 3M | +17.4% | +100.7% | -83.3% | +12.3% |
| 6M | -3.1% | +106.3% | -109.4% | -8.0% |
| YTD | -23.6% | +222.0% | -245.5% | -29.7% |
| 1Y | -10.8% | +299.5% | -310.4% | -19.7% |
| 3Y | -8.3% | +42.9% | -51.2% | -17.5% |
| All | -10.9% | -64.9% | +54.0% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling