-11.2%
CTSH vs IYR
+9.6%
-20.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -2.1% | -1.2% | -0.9% | -1.4% |
| 30D | +8.0% | +6.1% | +1.9% | +4.3% |
| 3M | +10.6% | +0.9% | +9.7% | +10.4% |
| 6M | +32.5% | +1.2% | +31.4% | +32.8% |
| YTD | -21.0% | +11.1% | -32.1% | -27.1% |
| All | -11.2% | +9.6% | -20.8% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling