+2,351.6%
INFY vs IVZ
+253.6%
+2,098.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.5% |
| 7D | -8.7% | +1.2% | -9.9% | -9.1% |
| 30D | -13.0% | +1.8% | -14.8% | -13.6% |
| 3M | -8.8% | +15.7% | -24.5% | -14.1% |
| 6M | -22.6% | +36.3% | -58.9% | -31.7% |
| YTD | -37.3% | +24.9% | -62.3% | -43.2% |
| 1Y | -33.4% | +48.9% | -82.3% | -43.6% |
| 3Y | -32.3% | +136.8% | -169.1% | -53.7% |
| 5Y | -45.2% | +60.0% | -105.2% | -58.4% |
| 10Y | +80.0% | +63.4% | +16.7% | +18.5% |
| All | +2,351.6% | +253.6% | +2,098.0% | +855.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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