+78.9%
INFY vs IWD
+203.8%
-124.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +0.8% |
| 7D | -5.4% | -0.8% | -4.6% | -4.7% |
| 30D | -9.9% | -0.8% | -9.0% | -9.2% |
| 3M | -4.6% | +6.9% | -11.5% | -9.4% |
| 6M | -18.5% | +18.3% | -36.7% | -28.8% |
| YTD | -36.5% | +22.4% | -58.9% | -46.0% |
| 1Y | -32.8% | +27.4% | -60.2% | -44.6% |
| 3Y | -32.2% | +71.2% | -103.4% | -56.1% |
| 5Y | -44.7% | +75.7% | -120.4% | -65.1% |
| All | +78.9% | +203.8% | -124.9% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling