-15.8%
INFQ vs MTB
+6.6%
-22.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +0.9% |
| 7D | +2.1% | 0.0% | +2.1% | +2.1% |
| 30D | +6.1% | -4.8% | +10.9% | +11.0% |
| 3M | -7.1% | +6.0% | -13.0% | -16.4% |
| 6M | +14.8% | +19.6% | -4.8% | -17.6% |
| All | -15.8% | +6.6% | -22.4% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling