+2,846.1%
CTSH vs IEF
+125.8%
+2,720.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.9% |
| 7D | -4.2% | -1.9% | -2.3% | -6.2% |
| 30D | +3.9% | +1.1% | +2.9% | +5.1% |
| 3M | +10.2% | -1.9% | +12.1% | +7.4% |
| 6M | +35.3% | -2.4% | +37.7% | +31.3% |
| YTD | -21.8% | -3.0% | -18.8% | -24.7% |
| 1Y | -12.1% | -3.1% | -9.0% | -15.5% |
| 3Y | +2.0% | +10.7% | -8.6% | +14.9% |
| 5Y | -15.3% | -8.0% | -7.3% | -28.8% |
| 10Y | +35.7% | +6.9% | +28.8% | +48.1% |
| All | +2,846.1% | +125.8% | +2,720.3% | +11,806.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling