+78.9%
INFY vs ACWI
+233.9%
-155.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.5% | +0.7% |
| 7D | -5.4% | -1.0% | -4.4% | -4.5% |
| 30D | -9.9% | -0.9% | -9.0% | -9.2% |
| 3M | -4.6% | +3.5% | -8.1% | -7.8% |
| 6M | -18.5% | +12.8% | -31.3% | -27.3% |
| YTD | -36.5% | +14.0% | -50.5% | -43.9% |
| 1Y | -32.8% | +19.2% | -51.9% | -42.9% |
| 3Y | -32.2% | +75.1% | -107.3% | -59.5% |
| 5Y | -44.7% | +68.6% | -113.3% | -65.8% |
| All | +78.9% | +233.9% | -155.0% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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