-11.4%
CTSH vs IWF
-2.3%
-9.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -4.2% | +5.3% | -9.5% | -3.2% |
| 30D | +3.9% | -8.6% | +12.5% | +2.9% |
| 3M | +10.2% | -6.5% | +16.7% | +9.1% |
| 6M | +35.3% | -5.6% | +40.9% | +35.6% |
| YTD | -21.8% | -1.5% | -20.3% | -21.2% |
| All | -11.4% | -2.3% | -9.1% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling