-12.4%
INFQ vs USFR
+2.1%
-14.5%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +8.5% |
| 7D | +7.6% | +0.1% | +7.6% | +11.1% |
| 30D | +14.7% | +0.3% | +14.4% | +39.8% |
| 3M | -7.8% | +1.0% | -8.7% | +83.3% |
| 6M | +28.0% | +1.9% | +26.1% | +401.6% |
| All | -12.4% | +2.1% | -14.5% | +311.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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