-32.2%
INFY vs IWF
+76.9%
-109.1%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.1% |
| 7D | -5.4% | -0.9% | -4.5% | -5.0% |
| 30D | -9.9% | -1.7% | -8.1% | -9.2% |
| 3M | -4.6% | +0.7% | -5.2% | -5.4% |
| 6M | -18.5% | +8.6% | -27.0% | -22.5% |
| YTD | -36.5% | +3.5% | -40.1% | -38.1% |
| 1Y | -32.8% | +7.0% | -39.8% | -35.6% |
| 3Y | -32.2% | +76.3% | -108.5% | -51.4% |
| All | -32.2% | +76.9% | -109.1% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 3y: compounded portfolio wealth divided by compounded IWF 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…
3y analysis · Full analysis span regression · 6 months rolling