-32.2%
INFY vs IRM
+102.2%
-134.4%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.6% | +1.3% |
| 7D | -5.4% | -1.4% | -3.9% | -5.3% |
| 30D | -9.9% | -7.4% | -2.5% | -9.3% |
| 3M | -4.6% | -7.4% | +2.8% | -4.1% |
| 6M | -18.5% | +8.7% | -27.1% | -19.9% |
| YTD | -36.5% | +40.9% | -77.5% | -40.4% |
| 1Y | -32.8% | +20.5% | -53.3% | -35.2% |
| 3Y | -32.2% | +101.7% | -133.9% | -45.7% |
| All | -32.2% | +102.2% | -134.4% | -45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling