-12.4%
INFQ vs FIVE
+22.9%
-35.3%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.7% | +5.6% | +6.0% |
| 7D | +7.6% | +3.7% | +4.0% | +6.0% |
| 30D | +14.7% | +4.0% | +10.7% | +11.9% |
| 3M | -7.8% | +36.2% | -44.0% | -19.7% |
| 6M | +28.0% | +18.0% | +10.0% | +22.7% |
| All | -12.4% | +22.9% | -35.3% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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