+34.8%
CTSH vs IWD
+203.0%
-168.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.9% |
| 7D | -2.1% | +2.3% | -4.4% | -4.5% |
| 30D | +1.4% | +3.6% | -2.2% | -2.5% |
| 3M | +7.5% | +2.2% | +5.3% | +5.0% |
| 6M | +39.6% | +13.0% | +26.6% | +22.2% |
| YTD | -22.3% | +26.5% | -48.8% | -40.0% |
| 1Y | -12.0% | +30.1% | -42.1% | -34.0% |
| 3Y | +1.8% | +84.9% | -83.1% | -47.6% |
| 5Y | -15.8% | +73.4% | -89.2% | -53.2% |
| All | +34.8% | +203.0% | -168.2% | -54.7% |
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