+22.2%
CTSH vs IWF
+422.7%
-400.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.3% |
| 7D | -3.7% | -0.9% | -2.8% | -3.0% |
| 30D | +3.7% | -1.7% | +5.4% | +5.1% |
| 3M | +17.9% | +0.7% | +17.3% | +16.0% |
| 6M | -2.6% | +8.6% | -11.2% | -10.4% |
| YTD | -26.4% | +3.5% | -29.9% | -29.5% |
| 1Y | -13.0% | +7.0% | -20.1% | -19.3% |
| 3Y | -11.2% | +76.3% | -87.5% | -47.5% |
| 5Y | -14.3% | +74.8% | -89.0% | -49.6% |
| All | +22.2% | +422.7% | -400.6% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 10y: compounded portfolio wealth divided by compounded IWF 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…
10y analysis · Full analysis span regression · 6 months rolling