+78.9%
INFY vs IRM
+440.8%
-361.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.6% | +1.0% |
| 7D | -5.4% | -1.4% | -3.9% | -5.0% |
| 30D | -9.9% | -7.4% | -2.5% | -8.3% |
| 3M | -4.6% | -7.4% | +2.8% | -3.3% |
| 6M | -18.5% | +8.7% | -27.1% | -21.1% |
| YTD | -36.5% | +40.9% | -77.5% | -43.3% |
| 1Y | -32.8% | +20.5% | -53.3% | -37.4% |
| 3Y | -32.2% | +101.7% | -133.9% | -47.9% |
| 5Y | -44.7% | +197.7% | -242.3% | -63.1% |
| All | +78.9% | +440.8% | -361.9% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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