+78.9%
INFY vs EWJ
+144.4%
-65.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +0.2% |
| 7D | -5.4% | +0.3% | -5.7% | -5.5% |
| 30D | -9.9% | +0.8% | -10.6% | -10.3% |
| 3M | -4.6% | +7.5% | -12.1% | -9.6% |
| 6M | -18.5% | +15.6% | -34.1% | -26.8% |
| YTD | -36.5% | +22.7% | -59.3% | -45.6% |
| 1Y | -32.8% | +26.4% | -59.2% | -43.6% |
| 3Y | -32.2% | +72.5% | -104.7% | -55.7% |
| 5Y | -44.7% | +52.4% | -97.1% | -60.2% |
| All | +78.9% | +144.4% | -65.6% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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