-14.9%
INFQ vs RNG
+131.3%
-146.2%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -3.0% |
| 7D | +4.8% | -4.1% | +8.9% | +4.5% |
| 30D | +13.4% | +8.6% | +4.8% | +14.2% |
| 3M | -3.3% | +78.0% | -81.3% | +0.7% |
| 6M | +13.7% | +67.0% | -53.3% | +19.1% |
| All | -14.9% | +131.3% | -146.2% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 all: compounded portfolio wealth divided by compounded RNG 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…
all analysis · Full analysis span regression · 6 months rolling