-11.3%
CTSH vs IWF
+79.6%
-90.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.7% |
| 7D | -5.5% | +1.5% | -7.0% | -6.1% |
| 30D | +4.5% | -1.3% | +5.8% | +5.0% |
| 3M | +13.7% | +0.1% | +13.6% | +13.2% |
| 6M | -8.4% | +10.3% | -18.7% | -13.6% |
| YTD | -26.5% | +4.2% | -30.7% | -28.4% |
| 1Y | -13.9% | +9.3% | -23.2% | -18.5% |
| 3Y | -11.3% | +79.3% | -90.7% | -37.7% |
| All | -11.3% | +79.6% | -90.9% | -37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling