-56.3%
INIO vs FIVE
+32.3%
-88.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.5% | +6.7% | -26.2% | -18.6% |
| 7D | -19.7% | +7.5% | -27.2% | -18.8% |
| 30D | -22.3% | +16.7% | -39.0% | -22.1% |
| 3M | -46.1% | +13.4% | -59.5% | -46.2% |
| All | -56.3% | +32.3% | -88.6% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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 · Available span rolling