-17.6%
INFQ vs BURL
-20.1%
+2.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +1.1% |
| 7D | +0.4% | -2.8% | +3.2% | +0.8% |
| 30D | +18.4% | -28.2% | +46.6% | +25.2% |
| 3M | -24.2% | -17.6% | -6.6% | -24.0% |
| 6M | +8.9% | -11.8% | +20.7% | +7.9% |
| All | -17.6% | -20.1% | +2.6% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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