+3,225.3%
CTSH vs IWF
+664.8%
+2,560.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +3.1% |
| 7D | +1.8% | -2.9% | +4.7% | +4.3% |
| 30D | +9.8% | -10.9% | +20.7% | +22.3% |
| 3M | +12.1% | -8.1% | +20.2% | +20.3% |
| 6M | +27.4% | -7.5% | +34.9% | +33.2% |
| YTD | -20.3% | -3.4% | -16.9% | -21.0% |
| 1Y | -8.8% | -5.0% | -3.8% | -8.2% |
| 3Y | +4.0% | +64.0% | -60.0% | -45.7% |
| 5Y | -12.2% | +56.8% | -69.0% | -53.4% |
| 10Y | +38.7% | +381.2% | -342.5% | -82.2% |
| All | +3,225.3% | +664.8% | +2,560.5% | +154.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling