-12.4%
INFQ vs M
+5.2%
-17.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.6% | +8.9% | +7.7% |
| 7D | +7.6% | +2.4% | +5.3% | +6.0% |
| 30D | +14.7% | -11.6% | +26.3% | +22.8% |
| 3M | -7.8% | +1.6% | -9.4% | -12.7% |
| 6M | +28.0% | +25.2% | +2.8% | +8.5% |
| All | -12.4% | +5.2% | -17.6% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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