+37.8%
CTSH vs IRM
+480.4%
-442.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.1% | -5.8% | -2.9% |
| 7D | -2.3% | -3.8% | +1.5% | -1.5% |
| 30D | +7.4% | -3.2% | +10.6% | +7.8% |
| 3M | +10.9% | -7.8% | +18.7% | +12.4% |
| 6M | +24.7% | -12.7% | +37.4% | +27.5% |
| YTD | -22.0% | +36.7% | -58.7% | -33.0% |
| 1Y | -11.2% | +10.0% | -21.2% | -17.6% |
| 3Y | +3.9% | +107.2% | -103.4% | -27.9% |
| 5Y | -13.9% | +181.6% | -195.5% | -48.3% |
| 10Y | +37.8% | +481.1% | -443.4% | -39.9% |
| All | +37.8% | +480.4% | -442.7% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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