+3,087.7%
CTSH vs IWD
+726.5%
+2,361.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -2.8% |
| 7D | -2.7% | -0.3% | -2.4% | -2.4% |
| 30D | +12.4% | +0.6% | +11.8% | +11.7% |
| 3M | +17.4% | +7.2% | +10.1% | +8.3% |
| 6M | -3.1% | +16.2% | -19.3% | -18.9% |
| YTD | -23.6% | +23.3% | -46.9% | -40.1% |
| 1Y | -10.8% | +29.6% | -40.4% | -33.9% |
| 3Y | -8.3% | +70.5% | -78.8% | -50.3% |
| 5Y | -11.3% | +73.5% | -84.8% | -52.5% |
| 10Y | +22.6% | +198.3% | -175.7% | -65.0% |
| All | +3,087.7% | +726.5% | +2,361.1% | +235.2% |
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