-13.9%
CTSH vs IAG
+540.0%
-553.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.8% | -7.5% | -1.9% |
| 7D | -2.3% | +24.0% | -26.3% | -3.1% |
| 30D | +7.4% | +5.5% | +1.9% | +7.1% |
| 3M | +10.9% | +8.3% | +2.6% | +10.5% |
| 6M | +24.7% | +6.1% | +18.6% | +24.2% |
| YTD | -22.0% | +20.3% | -42.3% | -23.2% |
| 1Y | -11.2% | +56.5% | -67.6% | -14.0% |
| 3Y | +3.9% | +762.6% | -758.8% | -13.6% |
| 5Y | -13.9% | +546.3% | -560.2% | -30.9% |
| All | -13.9% | +540.0% | -553.9% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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