+3,210.9%
CTSH vs IWD
+728.9%
+2,482.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.3% |
| 7D | -0.6% | -0.5% | -0.1% | -0.2% |
| 30D | +13.4% | +2.7% | +10.7% | +10.0% |
| 3M | +14.4% | +0.9% | +13.5% | +13.3% |
| 6M | +27.7% | +10.5% | +17.2% | +13.6% |
| YTD | -20.6% | +23.7% | -44.3% | -38.1% |
| 1Y | -9.1% | +28.7% | -37.9% | -32.2% |
| 3Y | +3.1% | +79.7% | -76.6% | -47.3% |
| 5Y | -11.8% | +69.7% | -81.5% | -51.6% |
| 10Y | +42.7% | +211.4% | -168.7% | -61.2% |
| All | +3,210.9% | +728.9% | +2,482.0% | +246.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling