-11.3%
CTSH vs IEF
+9.9%
-21.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.8% |
| 7D | -5.5% | +0.1% | -5.5% | -5.5% |
| 30D | +4.5% | -0.7% | +5.2% | +4.7% |
| 3M | +13.7% | -0.4% | +14.2% | +13.8% |
| 6M | -8.4% | -2.5% | -5.9% | -8.0% |
| YTD | -26.5% | -1.6% | -24.9% | -26.3% |
| 1Y | -13.9% | -1.3% | -12.6% | -13.8% |
| 3Y | -11.3% | +10.1% | -21.4% | -16.4% |
| All | -11.3% | +9.9% | -21.2% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling