+78.9%
INFY vs IAU
+220.2%
-141.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +0.9% | +1.4% |
| 7D | -5.4% | -2.0% | -3.4% | -5.2% |
| 30D | -9.9% | -1.5% | -8.3% | -9.7% |
| 3M | -4.6% | +3.3% | -7.8% | -4.8% |
| 6M | -18.5% | -16.2% | -2.2% | -17.0% |
| YTD | -36.5% | +0.7% | -37.2% | -37.0% |
| 1Y | -32.8% | +19.2% | -52.0% | -35.1% |
| 3Y | -32.2% | +124.4% | -156.6% | -42.2% |
| 5Y | -44.7% | +140.0% | -184.7% | -54.0% |
| All | +78.9% | +220.2% | -141.3% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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