-12.4%
INFQ vs ES
-2.5%
-9.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.7% | +6.4% |
| 7D | +7.6% | +1.4% | +6.2% | +7.8% |
| 30D | +14.7% | -1.2% | +15.9% | +14.8% |
| 3M | -7.8% | +5.0% | -12.8% | -10.0% |
| 6M | +28.0% | -2.8% | +30.8% | +13.0% |
| All | -12.4% | -2.5% | -9.9% | -17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling