+247.0%
INFY vs QID
-100.0%
+347.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | +0.8% |
| 7D | -9.8% | +2.7% | -12.5% | -8.7% |
| 30D | -13.4% | +3.3% | -16.7% | -12.1% |
| 3M | -7.2% | -5.5% | -1.7% | -9.6% |
| 6M | -20.6% | -28.4% | +7.8% | -30.8% |
| YTD | -37.5% | -26.6% | -10.9% | -44.5% |
| 1Y | -33.4% | -34.1% | +0.8% | -43.2% |
| 3Y | -32.4% | -73.7% | +41.3% | -58.2% |
| 5Y | -45.5% | -80.7% | +35.2% | -65.9% |
| 10Y | +79.7% | -99.1% | +178.8% | -69.6% |
| All | +247.0% | -100.0% | +347.0% | -86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling