-15.8%
INFQ vs DTE
-10.2%
-5.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.0% |
| 7D | +2.1% | -2.6% | +4.7% | +1.5% |
| 30D | +6.1% | -4.4% | +10.5% | +5.3% |
| 3M | -7.1% | -8.3% | +1.3% | -9.3% |
| 6M | +14.8% | -8.1% | +22.9% | +15.9% |
| All | -15.8% | -10.2% | -5.6% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 5y: compounded portfolio wealth divided by compounded DTE 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…
5y analysis · Full analysis span regression · 6 months rolling