+18.7%
CTSH vs IEF
+4.0%
+14.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | -0.1% |
| 7D | -9.8% | -1.2% | -8.6% | -10.2% |
| 30D | +0.1% | -1.5% | +1.6% | -0.5% |
| 3M | +13.2% | -1.7% | +14.9% | +12.4% |
| 6M | -6.2% | -3.5% | -2.7% | -7.6% |
| YTD | -28.5% | -2.6% | -25.8% | -29.3% |
| 1Y | -13.8% | -2.4% | -11.4% | -14.6% |
| 3Y | -13.7% | +8.9% | -22.6% | -10.2% |
| 5Y | -16.7% | -9.2% | -7.4% | -33.2% |
| All | +18.7% | +4.0% | +14.8% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 10y: compounded portfolio wealth divided by compounded IEF 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…
10y analysis · Full analysis span regression · 6 months rolling