-14.9%
INFQ vs DVA
+22.5%
-37.5%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.6% | -3.0% |
| 7D | +4.8% | +2.0% | +2.8% | +4.6% |
| 30D | +13.4% | -0.4% | +13.8% | +13.5% |
| 3M | -3.3% | -7.7% | +4.4% | -4.0% |
| 6M | +13.7% | +20.0% | -6.2% | +6.9% |
| All | -14.9% | +22.5% | -37.5% | -19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling