+248.8%
XLF vs INFY
+80.1%
+168.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.2% |
| 7D | -1.5% | -5.4% | +3.9% | +0.4% |
| 30D | -1.2% | -9.9% | +8.7% | +2.2% |
| 3M | +9.2% | -4.6% | +13.7% | +9.9% |
| 6M | +16.3% | -18.5% | +34.8% | +23.0% |
| YTD | +5.4% | -36.5% | +42.0% | +21.0% |
| 1Y | +7.6% | -32.8% | +40.4% | +20.0% |
| 3Y | +74.2% | -32.2% | +106.4% | +89.3% |
| 5Y | +66.1% | -44.7% | +110.8% | +91.8% |
| All | +248.8% | +80.1% | +168.8% | +147.2% |
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