+37.1%
CTSH vs IWF
+392.3%
-355.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.3% | -3.2% | -2.6% |
| 7D | -2.1% | -1.1% | -1.0% | -1.7% |
| 30D | +8.0% | -8.3% | +16.2% | +14.1% |
| 3M | +10.6% | -5.6% | +16.2% | +14.0% |
| 6M | +32.5% | -5.4% | +37.9% | +34.8% |
| YTD | -21.0% | -1.2% | -19.8% | -22.6% |
| 1Y | -9.9% | -2.7% | -7.3% | -10.8% |
| 3Y | +3.1% | +67.8% | -64.6% | -37.5% |
| 5Y | -13.4% | +60.1% | -73.5% | -45.9% |
| 10Y | +37.1% | +392.2% | -355.0% | -73.2% |
| All | +37.1% | +392.3% | -355.1% | -73.2% |
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