+35.7%
CTSH vs IWD
+202.4%
-166.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -0.6% |
| 7D | -4.2% | +1.7% | -5.9% | -5.9% |
| 30D | +3.9% | +3.2% | +0.7% | +0.3% |
| 3M | +10.2% | +2.3% | +7.9% | +7.5% |
| 6M | +35.3% | +12.9% | +22.4% | +18.5% |
| YTD | -21.8% | +26.2% | -48.0% | -39.5% |
| 1Y | -12.1% | +28.3% | -40.4% | -33.1% |
| 3Y | +2.0% | +84.4% | -82.3% | -47.3% |
| 5Y | -15.3% | +73.0% | -88.3% | -52.8% |
| All | +35.7% | +202.4% | -166.7% | -54.3% |
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