-15.9%
CTSH vs IWF
+8.6%
-24.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.9% |
| 7D | -8.2% | +0.5% | -8.7% | -8.2% |
| 30D | +0.4% | -1.4% | +1.8% | +0.4% |
| 3M | +10.6% | +0.4% | +10.1% | +11.1% |
| 6M | -8.8% | +8.5% | -17.3% | -10.8% |
| YTD | -28.6% | +3.7% | -32.3% | -28.5% |
| 1Y | -15.9% | +8.5% | -24.4% | -13.6% |
| All | -15.9% | +8.6% | -24.5% | -13.6% |
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