-17.1%
CTSH vs IVZ
+61.5%
-78.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.6% |
| 7D | -8.2% | +1.2% | -9.4% | -8.5% |
| 30D | +0.4% | +1.8% | -1.4% | -0.2% |
| 3M | +10.6% | +15.7% | -5.2% | +4.5% |
| 6M | -8.8% | +36.3% | -45.1% | -19.3% |
| YTD | -28.6% | +24.9% | -53.5% | -34.9% |
| 1Y | -15.9% | +48.9% | -64.9% | -28.2% |
| 3Y | -13.9% | +136.8% | -150.7% | -40.6% |
| 5Y | -17.1% | +60.0% | -77.1% | -36.9% |
| All | -17.1% | +61.5% | -78.6% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling