+363.6%
IGV vs CTSH
+33.8%
+329.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.3% |
| 7D | +2.3% | -2.6% | +5.0% | +3.6% |
| 30D | -6.0% | +0.9% | -6.9% | -7.2% |
| 3M | -4.8% | +6.9% | -11.7% | -9.2% |
| 6M | +14.2% | +38.8% | -24.6% | -6.4% |
| YTD | -4.2% | -22.7% | +18.5% | +6.1% |
| 1Y | -5.3% | -12.4% | +7.1% | -2.0% |
| 3Y | +38.8% | +1.3% | +37.5% | +30.8% |
| 5Y | +14.2% | -16.3% | +30.5% | +17.5% |
| All | +363.6% | +33.8% | +329.8% | +286.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 10y: compounded portfolio wealth divided by compounded CTSH 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…
10y analysis · Full analysis span regression · 6 months rolling