-16.9%
INFQ vs RL
-9.5%
-7.3%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.6% |
| 7D | +2.4% | -2.2% | +4.6% | +4.9% |
| 30D | +9.6% | -15.3% | +25.0% | +33.5% |
| 3M | -4.6% | -10.3% | +5.8% | +4.9% |
| 6M | +6.7% | -2.2% | +8.9% | -0.4% |
| All | -16.9% | -9.5% | -7.3% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling