-8.6%
ECL vs INFQ
-7.9%
-0.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INFQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.7% |
| 7D | -1.1% | +2.1% | -3.2% | -1.1% |
| 30D | -0.8% | +6.1% | -7.0% | -1.0% |
| 3M | +5.0% | -7.1% | +12.1% | +5.2% |
| 6M | +0.2% | +14.8% | -14.5% | -4.2% |
| All | -8.6% | -7.9% | -0.7% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INFQ.
Daily Out/Under-Performance
Portfolio return minus INFQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFQ 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 1y: compounded portfolio wealth divided by compounded INFQ 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…
1y analysis · Full analysis span regression · 6 months rolling