+35.8%
CTSH vs IWD
+207.5%
-171.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.4% |
| 7D | -0.6% | -0.5% | -0.1% | -0.2% |
| 30D | +13.4% | +2.7% | +10.7% | +10.2% |
| 3M | +14.4% | +0.9% | +13.5% | +13.4% |
| 6M | +27.7% | +10.5% | +17.2% | +14.5% |
| YTD | -20.6% | +23.7% | -44.3% | -37.1% |
| 1Y | -9.1% | +28.7% | -37.9% | -31.0% |
| 3Y | +3.1% | +79.7% | -76.6% | -45.2% |
| 5Y | -11.8% | +69.7% | -81.5% | -49.8% |
| All | +35.8% | +207.5% | -171.8% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling