-19.4%
INFY vs IBB
+86.1%
-105.5%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -1.7% | -0.5% | -1.2% | -1.6% |
| 30D | +7.1% | +4.6% | +2.5% | +4.9% |
| 3M | -1.0% | +6.8% | -7.8% | -4.1% |
| 6M | +5.9% | +23.1% | -17.2% | -3.4% |
| YTD | -29.5% | +26.0% | -55.6% | -36.5% |
| 1Y | -26.0% | +30.4% | -56.3% | -34.3% |
| 3Y | -19.4% | +85.4% | -104.8% | -38.3% |
| All | -19.4% | +86.1% | -105.5% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 3y: compounded portfolio wealth divided by compounded IBB 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…
3y analysis · Full analysis span regression · 6 months rolling