+2,357.7%
CTSH vs IBN
+1,532.9%
+824.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.4% |
| 7D | -2.7% | +1.4% | -4.1% | -3.1% |
| 30D | +12.4% | -0.3% | +12.7% | +12.4% |
| 3M | +17.4% | +17.1% | +0.3% | +12.0% |
| 6M | -3.1% | +3.4% | -6.5% | -4.4% |
| YTD | -23.6% | +2.5% | -26.1% | -24.4% |
| 1Y | -10.8% | -4.2% | -6.7% | -10.3% |
| 3Y | -8.3% | +32.4% | -40.7% | -16.8% |
| 5Y | -11.3% | +59.2% | -70.5% | -24.5% |
| 10Y | +22.6% | +345.7% | -323.1% | -28.0% |
| All | +2,357.7% | +1,532.9% | +824.8% | +561.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling