+929.7%
IGV vs CTSH
+4,105.4%
-3,175.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -2.0% |
| 7D | -2.3% | +1.8% | -4.1% | -3.1% |
| 30D | -11.0% | +9.8% | -20.7% | -14.7% |
| 3M | -4.5% | +12.1% | -16.6% | -9.6% |
| 6M | +10.1% | +27.4% | -17.3% | -2.4% |
| YTD | -5.1% | -20.3% | +15.2% | +1.1% |
| 1Y | -10.2% | -8.8% | -1.4% | -9.5% |
| 3Y | +37.7% | +4.0% | +33.7% | +30.8% |
| 5Y | +15.7% | -12.2% | +27.9% | +16.7% |
| 10Y | +357.1% | +38.7% | +318.4% | +276.6% |
| All | +929.7% | +4,105.4% | -3,175.7% | +119.3% |
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 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