-14.9%
INFQ vs REPL
+80.6%
-95.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.8% | -2.9% |
| 7D | +4.8% | -9.6% | +14.4% | +4.8% |
| 30D | +13.4% | +5.7% | +7.7% | +13.5% |
| 3M | -3.3% | +56.4% | -59.7% | -2.3% |
| 6M | +13.7% | +67.4% | -53.7% | +6.8% |
| All | -14.9% | +80.6% | -95.6% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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