+3,225.3%
CTSH vs IWD
+745.7%
+2,479.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +1.8% | +1.6% | +0.3% | -0.1% |
| 30D | +9.8% | +3.6% | +6.2% | +5.3% |
| 3M | +12.1% | +2.0% | +10.1% | +9.5% |
| 6M | +27.4% | +13.1% | +14.4% | +10.4% |
| YTD | -20.3% | +26.2% | -46.5% | -39.2% |
| 1Y | -8.8% | +29.6% | -38.4% | -32.5% |
| 3Y | +4.0% | +84.3% | -80.3% | -48.4% |
| 5Y | -12.2% | +73.4% | -85.6% | -53.0% |
| 10Y | +38.7% | +202.4% | -163.7% | -61.0% |
| All | +3,225.3% | +745.7% | +2,479.6% | +240.2% |
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 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