+364.4%
IGV vs CTSH
+18.6%
+345.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | +0.6% |
| 7D | -1.5% | -8.2% | +6.7% | +2.6% |
| 30D | -3.0% | +0.4% | -3.4% | -3.3% |
| 3M | +9.6% | +10.6% | -1.0% | +2.7% |
| 6M | +16.1% | -8.8% | +24.9% | +19.9% |
| YTD | -3.6% | -28.6% | +25.0% | +12.0% |
| 1Y | -7.8% | -15.9% | +8.1% | -2.2% |
| 3Y | +40.0% | -13.9% | +53.9% | +45.3% |
| 5Y | +21.2% | -17.1% | +38.3% | +26.9% |
| 10Y | +364.4% | +21.0% | +343.4% | +319.4% |
| All | +364.4% | +18.6% | +345.8% | +319.4% |
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