+115.0%
CTSH vs IOVA
-91.6%
+206.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.6% | -3.6% |
| 7D | -2.7% | +9.7% | -12.4% | -2.9% |
| 30D | +12.4% | +102.5% | -90.2% | +10.7% |
| 3M | +17.4% | +100.7% | -83.3% | +15.5% |
| 6M | -3.1% | +106.3% | -109.4% | -4.9% |
| YTD | -23.6% | +222.0% | -245.5% | -25.8% |
| 1Y | -10.8% | +299.5% | -310.4% | -14.0% |
| 3Y | -8.3% | +42.9% | -51.2% | -11.3% |
| 5Y | -11.3% | -65.0% | +53.7% | -13.2% |
| 10Y | +22.6% | +10.3% | +12.3% | +17.7% |
| All | +115.0% | -91.6% | +206.7% | +99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling