-13.4%
CTSH vs IWD
+74.1%
-87.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.3% |
| 7D | -2.1% | -0.6% | -1.5% | -1.6% |
| 30D | +8.0% | +3.6% | +4.4% | +3.8% |
| 3M | +10.6% | +2.7% | +7.9% | +7.5% |
| 6M | +32.5% | +13.2% | +19.3% | +15.6% |
| YTD | -21.0% | +26.8% | -47.7% | -39.4% |
| 1Y | -9.9% | +29.3% | -39.2% | -32.4% |
| 3Y | +3.1% | +85.1% | -82.0% | -48.5% |
| 5Y | -13.4% | +74.2% | -87.6% | -52.2% |
| All | -13.4% | +74.1% | -87.5% | -52.2% |
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