+357.1%
IGV vs CTSH
+39.6%
+317.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -2.2% |
| 7D | -2.3% | +1.8% | -4.1% | -3.3% |
| 30D | -11.0% | +9.8% | -20.7% | -15.7% |
| 3M | -4.5% | +12.1% | -16.6% | -10.9% |
| 6M | +10.1% | +27.4% | -17.3% | -5.6% |
| YTD | -5.1% | -20.3% | +15.2% | +3.7% |
| 1Y | -10.2% | -8.8% | -1.4% | -9.0% |
| 3Y | +37.7% | +4.0% | +33.7% | +28.2% |
| 5Y | +15.7% | -12.2% | +27.9% | +16.3% |
| 10Y | +357.1% | +38.7% | +318.4% | +274.9% |
| All | +357.1% | +39.6% | +317.5% | +274.9% |
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