-14.8%
CTSH vs IAG
+766.8%
-781.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.8% | -2.0% | -3.8% |
| 7D | -5.5% | +4.3% | -9.7% | -5.6% |
| 30D | +4.5% | +9.8% | -5.3% | +4.1% |
| 3M | +13.7% | +28.9% | -15.2% | +12.5% |
| 6M | -8.4% | -7.6% | -0.8% | -8.2% |
| YTD | -26.5% | +22.0% | -48.5% | -27.6% |
| 1Y | -13.9% | +99.5% | -113.4% | -18.0% |
| 3Y | -11.3% | +818.3% | -829.6% | -26.1% |
| 5Y | -14.8% | +785.9% | -800.7% | -31.2% |
| All | -14.8% | +766.8% | -781.7% | -31.2% |
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