+35.7%
CTSH vs IRM
+524.5%
-488.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.6% |
| 7D | -4.2% | +8.6% | -12.8% | -6.5% |
| 30D | +3.9% | 0.0% | +4.0% | +3.3% |
| 3M | +10.2% | -7.1% | +17.3% | +11.5% |
| 6M | +35.3% | -7.9% | +43.2% | +36.1% |
| YTD | -21.8% | +41.3% | -63.1% | -33.5% |
| 1Y | -12.1% | +20.7% | -32.9% | -21.0% |
| 3Y | +2.0% | +112.2% | -110.1% | -29.7% |
| 5Y | -15.3% | +191.2% | -206.5% | -49.7% |
| All | +35.7% | +524.5% | -488.8% | -42.3% |
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