+22.5%
CTSH vs IRM
+407.3%
-384.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.2% | -3.6% |
| 7D | -5.5% | +1.6% | -7.1% | -6.0% |
| 30D | +4.5% | -4.2% | +8.7% | +5.6% |
| 3M | +13.7% | -5.4% | +19.1% | +14.6% |
| 6M | -8.4% | +12.0% | -20.4% | -13.7% |
| YTD | -26.5% | +42.0% | -68.5% | -37.0% |
| 1Y | -13.9% | +29.9% | -43.8% | -24.4% |
| 3Y | -11.3% | +104.4% | -115.7% | -37.3% |
| 5Y | -14.8% | +191.0% | -205.9% | -48.8% |
| 10Y | +22.5% | +417.1% | -394.6% | -47.0% |
| All | +22.5% | +407.3% | -384.8% | -47.0% |
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