+166.4%
IWM vs INFY
+80.1%
+86.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.1% |
| 7D | -2.4% | -5.4% | +3.0% | -0.5% |
| 30D | -4.6% | -9.9% | +5.3% | -1.1% |
| 3M | -0.3% | -4.6% | +4.3% | +0.1% |
| 6M | +14.7% | -18.5% | +33.2% | +21.4% |
| YTD | +17.8% | -36.5% | +54.4% | +36.5% |
| 1Y | +21.2% | -32.8% | +54.0% | +36.1% |
| 3Y | +62.3% | -32.2% | +94.5% | +78.3% |
| 5Y | +38.7% | -44.7% | +83.4% | +62.9% |
| All | +166.4% | +80.1% | +86.3% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INFY.
Daily Out/Under-Performance
Portfolio return minus INFY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFY 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 10y: compounded portfolio wealth divided by compounded INFY 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…
10y analysis · Full analysis span regression · 6 months rolling