+2,383.0%
INFY vs ITW
+1,316.6%
+1,066.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +0.9% |
| 7D | -5.4% | -0.7% | -4.7% | -5.0% |
| 30D | -9.9% | -8.3% | -1.5% | -5.6% |
| 3M | -4.6% | +6.0% | -10.6% | -7.6% |
| 6M | -18.5% | 0.0% | -18.5% | -18.9% |
| YTD | -36.5% | +10.2% | -46.8% | -40.5% |
| 1Y | -32.8% | +3.2% | -36.0% | -34.8% |
| 3Y | -32.2% | +21.0% | -53.2% | -40.5% |
| 5Y | -44.7% | +37.9% | -82.6% | -55.6% |
| 10Y | +82.3% | +193.2% | -110.9% | -10.3% |
| All | +2,383.0% | +1,316.6% | +1,066.4% | +429.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling