-45.1%
INFQ vs DVA
+29.0%
-74.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.8% | -4.3% | +1.2% |
| 7D | -11.1% | +4.7% | -15.9% | -11.2% |
| 30D | -32.4% | +7.8% | -40.2% | -32.4% |
| 3M | -25.3% | -15.5% | -9.8% | -23.5% |
| 6M | -30.3% | +25.0% | -55.3% | -35.8% |
| All | -45.1% | +29.0% | -74.1% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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