+1,938.7%
CTSH vs IAG
+362.6%
+1,576.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.8% | -7.5% | -2.1% |
| 7D | -2.3% | +24.0% | -26.3% | -3.8% |
| 30D | +7.4% | +5.5% | +1.9% | +6.8% |
| 3M | +10.9% | +8.3% | +2.6% | +10.0% |
| 6M | +24.7% | +6.1% | +18.6% | +23.3% |
| YTD | -22.0% | +20.3% | -42.3% | -24.2% |
| 1Y | -11.2% | +56.5% | -67.6% | -15.4% |
| 3Y | +3.9% | +762.6% | -758.8% | -15.4% |
| 5Y | -13.9% | +546.3% | -560.2% | -30.4% |
| 10Y | +37.8% | +356.1% | -318.3% | +7.7% |
| All | +1,938.7% | +362.6% | +1,576.2% | +1,208.4% |
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