-34.9%
INFY vs IRE
-84.0%
+49.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.8% | +5.0% | -2.0% |
| 7D | -8.7% | +29.0% | -37.7% | -8.1% |
| 30D | -13.0% | +24.2% | -37.2% | -12.3% |
| 3M | -8.8% | -53.2% | +44.4% | -7.4% |
| 6M | -22.6% | -36.0% | +13.5% | -21.6% |
| YTD | -37.3% | -51.0% | +13.7% | -36.7% |
| All | -34.9% | -84.0% | +49.1% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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