+34,958.1%
CTSH vs IVZ
+240.6%
+34,717.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.8% | -8.5% | -4.4% |
| 7D | -2.3% | +4.1% | -6.4% | -4.2% |
| 30D | +7.4% | -2.0% | +9.5% | +7.6% |
| 3M | +10.9% | -7.8% | +18.8% | +13.6% |
| 6M | +24.7% | +6.3% | +18.4% | +19.3% |
| YTD | -22.0% | +12.6% | -34.5% | -27.7% |
| 1Y | -11.2% | +27.6% | -38.8% | -21.9% |
| 3Y | +3.9% | +154.0% | -150.2% | -33.7% |
| 5Y | -13.9% | +37.3% | -51.2% | -31.6% |
| 10Y | +37.8% | +50.5% | -12.8% | -7.2% |
| All | +34,958.1% | +240.6% | +34,717.5% | +12,270.6% |
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