+735.8%
IVV vs CTSH
+2,776.8%
-2,040.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.2% | -5.6% | -4.7% |
| 7D | -4.8% | +6.4% | -11.2% | -6.4% |
| 30D | -5.9% | +16.3% | -22.2% | -10.0% |
| 3M | -4.5% | +20.0% | -24.5% | -9.8% |
| 6M | +1.8% | +29.9% | -28.1% | -7.1% |
| YTD | +8.4% | -18.4% | +26.8% | +11.3% |
| 1Y | +9.4% | -8.9% | +18.3% | +9.0% |
| 3Y | +75.3% | +6.0% | +69.3% | +66.4% |
| 5Y | +67.8% | -9.3% | +77.1% | +64.5% |
| 10Y | +314.2% | +46.7% | +267.4% | +252.8% |
| All | +735.8% | +2,776.8% | -2,040.9% | +251.0% |
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 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