+321.3%
INFY vs IWF
+719.4%
-398.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +0.7% |
| 7D | -5.4% | -0.9% | -4.5% | -4.5% |
| 30D | -9.9% | -1.7% | -8.1% | -8.3% |
| 3M | -4.6% | +0.7% | -5.2% | -6.6% |
| 6M | -18.5% | +8.6% | -27.0% | -26.4% |
| YTD | -36.5% | +3.5% | -40.1% | -39.9% |
| 1Y | -32.8% | +7.0% | -39.8% | -38.7% |
| 3Y | -32.2% | +76.3% | -108.5% | -64.6% |
| 5Y | -44.7% | +74.8% | -119.4% | -72.0% |
| 10Y | +82.3% | +420.5% | -338.2% | -75.7% |
| All | +321.3% | +719.4% | -398.1% | -63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling