-12.2%
CTSH vs IYR
+6.8%
-19.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | +1.8% | +2.1% | -0.3% | +0.4% |
| 30D | +9.8% | +7.2% | +2.6% | +4.7% |
| 3M | +12.1% | +0.4% | +11.7% | +11.7% |
| 6M | +27.4% | +1.4% | +26.0% | +26.1% |
| YTD | -20.3% | +11.3% | -31.6% | -26.2% |
| 1Y | -8.8% | +10.5% | -19.3% | -15.1% |
| 3Y | +4.0% | +41.7% | -37.7% | -20.0% |
| 5Y | -12.2% | +7.1% | -19.3% | -15.3% |
| All | -12.2% | +6.8% | -19.0% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling