+41.5%
INFY vs EQX
+232.0%
-190.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.2% | +1.4% |
| 7D | -5.4% | -3.2% | -2.2% | -5.2% |
| 30D | -9.9% | +7.8% | -17.6% | -10.3% |
| 3M | -4.6% | +21.3% | -25.9% | -5.8% |
| 6M | -18.5% | -22.4% | +4.0% | -17.7% |
| YTD | -36.5% | -11.3% | -25.2% | -36.7% |
| 1Y | -32.8% | +13.5% | -46.3% | -34.2% |
| 3Y | -32.2% | +162.1% | -194.3% | -39.0% |
| 5Y | -44.7% | +84.2% | -128.9% | -50.5% |
| All | +41.5% | +232.0% | -190.6% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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