+56.0%
INFY vs XLRE
+109.5%
-53.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.0% |
| 7D | -5.4% | -1.2% | -4.2% | -4.8% |
| 30D | -9.9% | -2.4% | -7.4% | -8.7% |
| 3M | -4.6% | -2.5% | -2.1% | -3.1% |
| 6M | -18.5% | +4.0% | -22.4% | -20.1% |
| YTD | -36.5% | +9.3% | -45.8% | -39.5% |
| 1Y | -32.8% | +5.6% | -38.3% | -34.8% |
| 3Y | -32.2% | +31.3% | -63.5% | -42.4% |
| 5Y | -44.7% | +9.5% | -54.2% | -48.6% |
| 10Y | +82.3% | +89.0% | -6.7% | +24.7% |
| All | +56.0% | +109.5% | -53.5% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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