+973.2%
IGV vs CTSH
+3,931.3%
-2,958.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | -0.8% |
| 7D | -4.5% | -2.7% | -1.8% | -3.4% |
| 30D | +3.2% | +12.4% | -9.1% | -1.5% |
| 3M | +4.5% | +17.4% | -12.8% | -3.1% |
| 6M | +22.1% | -3.1% | +25.2% | +21.9% |
| YTD | -1.0% | -23.6% | +22.5% | +8.2% |
| 1Y | -2.1% | -10.8% | +8.7% | +0.1% |
| 3Y | +44.6% | -8.3% | +52.9% | +45.6% |
| 5Y | +22.2% | -11.3% | +33.5% | +24.0% |
| 10Y | +364.7% | +22.6% | +342.1% | +301.9% |
| All | +973.2% | +3,931.3% | -2,958.2% | +134.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling