+941.3%
IGV vs CTSH
+4,014.8%
-3,073.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.3% |
| 7D | -0.4% | -2.3% | +1.9% | +0.4% |
| 30D | -9.9% | +7.4% | -17.4% | -13.0% |
| 3M | -1.2% | +10.9% | -12.1% | -6.0% |
| 6M | +11.3% | +24.7% | -13.3% | -0.4% |
| YTD | -4.0% | -22.0% | +18.0% | +3.2% |
| 1Y | -7.3% | -11.2% | +3.8% | -5.6% |
| 3Y | +42.8% | +3.9% | +38.9% | +35.7% |
| 5Y | +13.7% | -13.9% | +27.6% | +15.6% |
| 10Y | +354.8% | +37.8% | +317.0% | +275.9% |
| All | +941.3% | +4,014.8% | -3,073.5% | +123.7% |
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