+22.2%
CTSH vs IJR
+172.1%
-149.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.5% |
| 7D | -3.7% | -2.2% | -1.5% | -2.1% |
| 30D | +3.7% | -4.6% | +8.3% | +7.3% |
| 3M | +17.9% | +0.2% | +17.7% | +17.2% |
| 6M | -2.6% | +14.7% | -17.4% | -12.8% |
| YTD | -26.4% | +18.9% | -45.3% | -35.8% |
| 1Y | -13.0% | +19.9% | -33.0% | -24.7% |
| 3Y | -11.2% | +53.0% | -64.2% | -37.1% |
| 5Y | -14.3% | +40.9% | -55.1% | -35.6% |
| All | +22.2% | +172.1% | -149.9% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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