-15.2%
INFY vs ROIV
+232.7%
-247.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.3% |
| 7D | -2.9% | +0.6% | -3.5% | -2.9% |
| 30D | -6.2% | +1.0% | -7.2% | -6.3% |
| 3M | -4.9% | +18.3% | -23.2% | -5.8% |
| 6M | -16.6% | +18.3% | -34.9% | -17.4% |
| YTD | -32.9% | +61.0% | -93.9% | -34.7% |
| 1Y | -26.9% | +177.9% | -204.8% | -30.6% |
| 3Y | -26.6% | +199.1% | -225.6% | -31.0% |
| 5Y | -44.1% | +250.7% | -294.8% | -48.7% |
| All | -15.2% | +232.7% | -247.8% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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