+7.2%
DECK vs IAG
+42.5%
-35.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | +6.0% | +4.5% | +1.5% | +5.7% |
| 30D | +7.4% | -5.7% | +13.1% | +7.3% |
| 3M | -11.7% | +10.1% | -21.8% | -11.8% |
| 6M | -11.0% | +7.3% | -18.3% | -10.9% |
| YTD | -15.4% | +6.1% | -21.5% | -16.2% |
| 1Y | +7.2% | +46.8% | -39.6% | +1.8% |
| All | +7.2% | +42.5% | -35.3% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling