+1,965.3%
CTSH vs IAG
+321.3%
+1,644.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.6% | -0.7% |
| 7D | -2.1% | +3.4% | -5.5% | -2.4% |
| 30D | +8.0% | -2.7% | +10.7% | +7.9% |
| 3M | +10.6% | -0.5% | +11.1% | +10.3% |
| 6M | +32.5% | -4.8% | +37.4% | +32.0% |
| YTD | -21.0% | +9.6% | -30.5% | -22.7% |
| 1Y | -9.9% | +32.2% | -42.1% | -13.2% |
| 3Y | +3.1% | +692.5% | -689.4% | -15.6% |
| 5Y | -13.4% | +447.6% | -461.0% | -29.2% |
| 10Y | +37.1% | +403.3% | -366.2% | +6.2% |
| All | +1,965.3% | +321.3% | +1,644.0% | +1,233.5% |
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