+362.3%
IGV vs CTSH
+37.5%
+324.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.3% |
| 7D | -1.3% | -2.1% | +0.8% | -0.4% |
| 30D | -8.1% | +8.0% | -16.1% | -12.3% |
| 3M | -1.6% | +10.6% | -12.2% | -7.7% |
| 6M | +12.7% | +32.5% | -19.8% | -5.3% |
| YTD | -3.3% | -21.0% | +17.7% | +6.1% |
| 1Y | -7.9% | -9.9% | +2.0% | -6.0% |
| 3Y | +40.3% | +3.1% | +37.2% | +31.2% |
| 5Y | +17.3% | -13.4% | +30.7% | +18.8% |
| 10Y | +362.3% | +37.1% | +325.1% | +280.9% |
| All | +362.3% | +37.5% | +324.7% | +280.9% |
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