-26.8%
INFY vs IRE
-98.1%
+71.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -14.4% | +14.4% | -0.5% |
| 7D | -1.7% | -31.8% | +30.2% | -2.8% |
| 30D | +7.1% | -71.8% | +78.8% | +4.5% |
| 3M | -1.0% | -88.9% | +87.9% | -5.1% |
| 6M | +5.9% | -95.4% | +101.2% | +2.9% |
| YTD | -29.5% | -94.2% | +64.7% | -31.9% |
| 1Y | -26.0% | -97.1% | +71.1% | -28.6% |
| All | -26.8% | -98.1% | +71.3% | -29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling