+78.9%
INFY vs IAG
+427.6%
-348.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +1.4% |
| 7D | -5.4% | -1.1% | -4.3% | -5.3% |
| 30D | -9.9% | +12.1% | -22.0% | -10.3% |
| 3M | -4.6% | +25.5% | -30.1% | -5.6% |
| 6M | -18.5% | -7.1% | -11.4% | -18.5% |
| YTD | -36.5% | +22.9% | -59.4% | -37.5% |
| 1Y | -32.8% | +83.3% | -116.1% | -35.1% |
| 3Y | -32.2% | +808.5% | -840.7% | -40.7% |
| 5Y | -44.7% | +838.0% | -882.6% | -53.0% |
| All | +78.9% | +427.6% | -348.7% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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