-44.6%
INFY vs USFR
+20.6%
-65.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | -5.4% | +0.1% | -5.5% | -5.6% |
| 30D | -9.9% | +0.4% | -10.2% | -10.3% |
| 3M | -4.6% | +1.0% | -5.6% | -5.9% |
| 6M | -18.5% | +2.0% | -20.4% | -20.7% |
| YTD | -36.5% | +2.8% | -39.3% | -39.0% |
| 1Y | -32.8% | +4.1% | -36.8% | -36.8% |
| 3Y | -32.2% | +14.1% | -46.3% | -48.2% |
| All | -44.6% | +20.6% | -65.2% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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