-40.0%
INFQ vs ES
-4.0%
-36.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.1% |
| 7D | +10.8% | +0.9% | +9.9% | +10.7% |
| 30D | -15.3% | +5.9% | -21.2% | -14.5% |
| 3M | -20.0% | -1.0% | -19.0% | -19.4% |
| 6M | -22.9% | +7.2% | -30.0% | -25.0% |
| All | -40.0% | -4.0% | -36.1% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling