+78.9%
INFY vs QID
-99.2%
+178.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.2% | +1.0% |
| 7D | -5.4% | +1.3% | -6.7% | -5.0% |
| 30D | -9.9% | +2.9% | -12.8% | -9.0% |
| 3M | -4.6% | -0.7% | -3.8% | -4.8% |
| 6M | -18.5% | -29.7% | +11.2% | -26.3% |
| YTD | -36.5% | -27.9% | -8.7% | -41.9% |
| 1Y | -32.8% | -34.6% | +1.8% | -39.9% |
| 3Y | -32.2% | -73.5% | +41.3% | -51.3% |
| 5Y | -44.7% | -81.0% | +36.3% | -59.8% |
| All | +78.9% | -99.2% | +178.0% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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