+22.2%
CTSH vs IJH
+184.0%
-161.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.2% |
| 7D | -3.7% | -1.9% | -1.8% | -2.2% |
| 30D | +3.7% | -4.6% | +8.3% | +7.8% |
| 3M | +17.9% | -1.2% | +19.1% | +18.4% |
| 6M | -2.6% | +9.4% | -12.1% | -10.9% |
| YTD | -26.4% | +13.3% | -39.7% | -34.7% |
| 1Y | -13.0% | +13.4% | -26.4% | -22.9% |
| 3Y | -11.2% | +50.4% | -61.6% | -39.2% |
| 5Y | -14.3% | +49.0% | -63.2% | -41.0% |
| All | +22.2% | +184.0% | -161.9% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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