+34.8%
CTSH vs IYR
+87.3%
-52.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | -2.1% | +0.6% | -2.7% | -2.6% |
| 30D | +1.4% | +6.6% | -5.2% | -3.4% |
| 3M | +7.5% | -1.8% | +9.3% | +8.8% |
| 6M | +39.6% | +1.4% | +38.1% | +37.8% |
| YTD | -22.3% | +10.5% | -32.8% | -28.3% |
| 1Y | -12.0% | +10.6% | -22.6% | -18.8% |
| 3Y | +1.8% | +41.8% | -40.0% | -23.6% |
| 5Y | -15.8% | +6.0% | -21.9% | -21.1% |
| All | +34.8% | +87.3% | -52.5% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 10y: compounded portfolio wealth divided by compounded IYR 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…
10y analysis · Full analysis span regression · 6 months rolling