+888.8%
DECK vs IAG
+334.2%
+554.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | +6.0% | +4.5% | +1.5% | +5.8% |
| 30D | +7.4% | -5.7% | +13.1% | +7.7% |
| 3M | -11.7% | +10.1% | -21.8% | -12.2% |
| 6M | -11.0% | +7.3% | -18.3% | -11.6% |
| YTD | -15.4% | +6.1% | -21.5% | -16.5% |
| 1Y | +7.2% | +46.8% | -39.6% | +3.8% |
| 3Y | -11.8% | +573.1% | -584.9% | -22.6% |
| 5Y | +24.3% | +477.6% | -453.2% | +7.0% |
| All | +888.8% | +334.2% | +554.6% | +732.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling