-10.9%
INFY vs ROIV
+280.9%
-291.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.4% | +0.1% |
| 7D | -4.0% | +9.2% | -13.2% | -4.3% |
| 30D | +7.8% | +19.9% | -12.1% | +7.1% |
| 3M | +0.1% | +10.6% | -10.5% | -0.4% |
| 6M | +4.2% | +36.1% | -31.9% | +2.5% |
| YTD | -29.5% | +84.3% | -113.8% | -31.8% |
| 1Y | -26.5% | +87.6% | -114.1% | -29.0% |
| 3Y | -19.8% | +353.9% | -373.7% | -25.7% |
| 5Y | -40.9% | +376.1% | -417.0% | -47.5% |
| All | -10.9% | +280.9% | -291.7% | -16.5% |
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