-10.9%
CTSH vs IWD
+73.6%
-84.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -2.9% |
| 7D | -2.7% | -0.3% | -2.4% | -2.4% |
| 30D | +12.4% | +0.6% | +11.8% | +11.8% |
| 3M | +17.4% | +7.2% | +10.1% | +8.9% |
| 6M | -3.1% | +16.2% | -19.3% | -18.1% |
| YTD | -23.6% | +23.3% | -46.9% | -39.5% |
| 1Y | -10.8% | +29.6% | -40.4% | -33.2% |
| 3Y | -8.3% | +70.5% | -78.8% | -49.6% |
| All | -10.9% | +73.6% | -84.6% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling