+117.0%
INFY vs USFR
+27.7%
+89.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | -5.4% | +0.1% | -5.5% | -5.4% |
| 30D | -9.9% | +0.4% | -10.2% | -9.9% |
| 3M | -4.6% | +1.0% | -5.6% | -4.8% |
| 6M | -18.5% | +2.0% | -20.4% | -18.9% |
| YTD | -36.5% | +2.8% | -39.3% | -37.0% |
| 1Y | -32.8% | +4.1% | -36.8% | -33.5% |
| 3Y | -32.2% | +14.1% | -46.3% | -34.7% |
| 5Y | -44.7% | +20.6% | -65.3% | -47.6% |
| 10Y | +82.3% | +28.1% | +54.2% | +70.1% |
| All | +117.0% | +27.7% | +89.3% | +99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling