+34,247.0%
CTSH vs IRM
+4,093.6%
+30,153.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.6% | -5.2% | -4.2% |
| 7D | -2.7% | -0.5% | -2.2% | -2.6% |
| 30D | +12.4% | -8.1% | +20.4% | +15.5% |
| 3M | +17.4% | -9.7% | +27.0% | +20.5% |
| 6M | -3.1% | +10.0% | -13.1% | -8.6% |
| YTD | -23.6% | +43.0% | -66.6% | -35.5% |
| 1Y | -10.8% | +32.7% | -43.5% | -23.1% |
| 3Y | -8.3% | +102.7% | -111.0% | -35.3% |
| 5Y | -11.3% | +187.6% | -198.9% | -46.7% |
| 10Y | +22.6% | +420.1% | -397.5% | -45.3% |
| All | +34,247.0% | +4,093.6% | +30,153.4% | +5,067.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling