-39.6%
INFQ vs FIVE
+21.3%
-60.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.2% |
| 7D | +10.0% | -0.5% | +10.6% | +10.5% |
| 30D | -9.2% | +17.4% | -26.6% | -14.8% |
| 3M | -20.3% | +7.0% | -27.3% | -23.0% |
| 6M | -26.6% | +20.5% | -47.1% | -33.1% |
| All | -39.6% | +21.3% | -60.9% | -43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling