-11.3%
CTSH vs IVZ
+140.4%
-151.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.2% | -1.6% | -3.2% |
| 7D | -5.5% | +1.1% | -6.6% | -5.7% |
| 30D | +4.5% | +3.1% | +1.4% | +3.6% |
| 3M | +13.7% | +18.2% | -4.4% | +7.8% |
| 6M | -8.4% | +38.6% | -47.0% | -17.8% |
| YTD | -26.5% | +25.9% | -52.4% | -32.0% |
| 1Y | -13.9% | +51.7% | -65.6% | -25.0% |
| 3Y | -11.3% | +138.7% | -150.0% | -37.1% |
| All | -11.3% | +140.4% | -151.7% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 3y: compounded portfolio wealth divided by compounded IVZ 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…
3y analysis · Full analysis span regression · 6 months rolling