-26.9%
INFY vs ITW
+5.8%
-32.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.7% | -3.1% |
| 7D | -2.9% | -3.6% | +0.7% | -2.2% |
| 30D | -6.2% | -9.1% | +2.9% | -4.4% |
| 3M | -4.9% | +8.2% | -13.1% | -4.7% |
| 6M | -16.6% | -4.8% | -11.8% | -16.1% |
| YTD | -32.9% | +11.0% | -44.0% | -34.0% |
| 1Y | -26.9% | +4.2% | -31.1% | -28.3% |
| All | -26.9% | +5.8% | -32.6% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling