+310.3%
IVV vs CTSH
+34.5%
+275.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +2.6% | -2.1% | +4.7% | +3.3% |
| 30D | -2.0% | +1.4% | -3.4% | -3.1% |
| 3M | -2.8% | +7.5% | -10.2% | -6.6% |
| 6M | +2.2% | +39.6% | -37.4% | -13.2% |
| YTD | +11.5% | -22.3% | +33.8% | +20.2% |
| 1Y | +13.5% | -12.0% | +25.5% | +15.4% |
| 3Y | +78.1% | +1.8% | +76.3% | +66.4% |
| 5Y | +73.1% | -15.8% | +88.9% | +73.0% |
| All | +310.3% | +34.5% | +275.8% | +237.0% |
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