+2,347.1%
INFY vs IRM
+3,440.8%
-1,093.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.5% |
| 7D | -9.8% | -1.8% | -8.0% | -9.2% |
| 30D | -13.4% | -7.8% | -5.7% | -11.4% |
| 3M | -7.2% | -7.9% | +0.6% | -5.4% |
| 6M | -20.6% | +6.3% | -26.9% | -23.2% |
| YTD | -37.5% | +38.2% | -75.6% | -45.0% |
| 1Y | -33.4% | +19.8% | -53.2% | -38.9% |
| 3Y | -32.4% | +98.8% | -131.2% | -49.5% |
| 5Y | -45.5% | +191.8% | -237.2% | -65.1% |
| 10Y | +79.7% | +428.8% | -349.1% | -12.2% |
| All | +2,347.1% | +3,440.8% | -1,093.7% | +549.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling