+22.0%
IGV vs CTSH
-14.2%
+36.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.0% | +0.1% |
| 7D | -3.3% | -5.5% | +2.2% | -0.5% |
| 30D | 0.0% | +4.5% | -4.5% | -2.2% |
| 3M | +7.3% | +13.7% | -6.4% | -0.7% |
| 6M | +16.7% | -8.4% | +25.1% | +21.8% |
| YTD | -2.8% | -26.5% | +23.7% | +14.0% |
| 1Y | -6.7% | -13.9% | +7.3% | -0.9% |
| 3Y | +41.1% | -11.3% | +52.5% | +44.8% |
| 5Y | +22.0% | -14.8% | +36.8% | +27.3% |
| All | +22.0% | -14.2% | +36.2% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling