+909.8%
INFY vs IAG
+368.4%
+541.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | 0.0% |
| 7D | -9.8% | -4.1% | -5.7% | -9.5% |
| 30D | -13.4% | +10.6% | -24.0% | -14.2% |
| 3M | -7.2% | +35.4% | -42.6% | -9.7% |
| 6M | -20.6% | -9.5% | -11.1% | -20.6% |
| YTD | -37.5% | +21.8% | -59.3% | -39.2% |
| 1Y | -33.4% | +84.1% | -117.5% | -37.6% |
| 3Y | -32.4% | +817.4% | -849.8% | -46.1% |
| 5Y | -45.5% | +830.1% | -875.6% | -58.1% |
| 10Y | +79.7% | +413.8% | -334.1% | +35.6% |
| All | +909.8% | +368.4% | +541.4% | +534.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling