+3,087.7%
CTSH vs IWF
+727.1%
+2,360.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -2.7% | +0.5% | -3.2% | -3.2% |
| 30D | +12.4% | -0.4% | +12.7% | +12.7% |
| 3M | +17.4% | -2.6% | +20.0% | +18.4% |
| 6M | -3.1% | +9.1% | -12.2% | -14.3% |
| YTD | -23.6% | +4.5% | -28.0% | -29.1% |
| 1Y | -10.8% | +10.1% | -20.9% | -22.3% |
| 3Y | -8.3% | +77.6% | -85.9% | -55.4% |
| 5Y | -11.3% | +73.7% | -85.0% | -57.2% |
| 10Y | +22.6% | +411.5% | -388.9% | -85.0% |
| All | +3,087.7% | +727.1% | +2,360.6% | +128.5% |
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