+3,794.5%
CTSH vs IYR
+713.1%
+3,081.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +26.0% |
| YTD | -20.3% | +11.3% | -31.6% | -26.1% |
| 1Y | -8.8% | +10.5% | -19.3% | -15.0% |
| 3Y | +4.0% | +41.7% | -37.7% | -18.6% |
| 5Y | -12.2% | +7.1% | -19.3% | -17.7% |
| 10Y | +38.7% | +89.1% | -50.3% | -10.9% |
| All | +3,794.5% | +713.1% | +3,081.4% | +537.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling