-16.9%
INFQ vs IRM
+3.3%
-20.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.2% | -0.1% |
| 7D | +2.4% | -1.8% | +4.2% | +4.4% |
| 30D | +9.6% | -7.8% | +17.4% | +20.3% |
| 3M | -4.6% | -7.9% | +3.3% | +4.3% |
| 6M | +6.7% | +6.3% | +0.3% | -9.4% |
| All | -16.9% | +3.3% | -20.1% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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