-44.6%
INFY vs IWF
+73.7%
-118.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.0% |
| 7D | -5.4% | -0.9% | -4.5% | -4.9% |
| 30D | -9.9% | -1.7% | -8.1% | -9.0% |
| 3M | -4.6% | +0.7% | -5.2% | -5.6% |
| 6M | -18.5% | +8.6% | -27.0% | -23.0% |
| YTD | -36.5% | +3.5% | -40.1% | -38.3% |
| 1Y | -32.8% | +7.0% | -39.8% | -36.1% |
| 3Y | -32.2% | +76.3% | -108.5% | -53.4% |
| All | -44.6% | +73.7% | -118.3% | -61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling