+1,897.4%
CTSH vs IAG
+377.5%
+1,519.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.4% | -3.5% |
| 7D | -2.7% | -0.5% | -2.2% | -2.7% |
| 30D | +12.4% | +28.9% | -16.5% | +10.3% |
| 3M | +17.4% | +19.1% | -1.8% | +15.5% |
| 6M | -3.1% | -10.3% | +7.2% | -3.0% |
| YTD | -23.6% | +24.2% | -47.8% | -25.7% |
| 1Y | -10.8% | +116.5% | -127.3% | -17.2% |
| 3Y | -8.3% | +742.8% | -751.1% | -25.1% |
| 5Y | -11.3% | +753.3% | -764.7% | -29.8% |
| 10Y | +22.6% | +403.2% | -380.6% | -5.1% |
| All | +1,897.4% | +377.5% | +1,519.9% | +1,182.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling