-12.2%
CTSH vs IBN
+73.9%
-86.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +1.8% |
| 7D | +1.8% | +15.8% | -13.9% | -3.2% |
| 30D | +9.8% | +25.1% | -15.3% | +1.7% |
| 3M | +12.1% | +16.0% | -3.8% | +6.5% |
| 6M | +27.4% | +32.8% | -5.4% | +15.5% |
| YTD | -20.3% | +18.0% | -38.3% | -24.9% |
| 1Y | -8.8% | +15.9% | -24.7% | -13.6% |
| 3Y | +4.0% | +57.6% | -53.6% | -13.8% |
| 5Y | -12.2% | +74.7% | -86.9% | -32.3% |
| All | -12.2% | +73.9% | -86.1% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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