+35,415.6%
CTSH vs IVZ
+237.3%
+35,178.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.5% |
| 7D | -2.1% | -2.8% | +0.7% | -1.3% |
| 30D | +8.0% | -2.2% | +10.1% | +8.2% |
| 3M | +10.6% | -8.1% | +18.7% | +13.4% |
| 6M | +32.5% | +3.8% | +28.7% | +28.1% |
| YTD | -21.0% | +11.5% | -32.4% | -26.5% |
| 1Y | -9.9% | +23.7% | -33.6% | -19.7% |
| 3Y | +3.1% | +145.8% | -142.7% | -33.3% |
| 5Y | -13.4% | +36.1% | -49.5% | -30.9% |
| 10Y | +37.1% | +42.4% | -5.3% | -5.5% |
| All | +35,415.6% | +237.3% | +35,178.3% | +12,480.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling