diff = portfolio daily returns - benchmark daily returns
trkError = np.std(diff)
infRatio = np.mean(diff) / trkError

diff = portfolio daily returns - benchmark daily returns
retLngth = 252.0
anlDiff = ((np.mean(diff)+1)**retLngth)
trkError = np.std(diff)*np.sqrt(retLngth)
infRatio = anlDiff / trkError

diff = portfolio daily returns - benchmark daily returns
retLngth = 252.0
trkError = np.std(diff)*np.sqrt(retLngth)
infRatio = (annualized daily portfolio returns - annualized daily index returns) / trkError

diff = portfolio daily returns - benchmark daily returns
retLngth = 252.0
trkError = np.std(diff)*np.sqrt(retLngth)
infRatio = (portfolio toal ROI-index total ROI) / trkError