-12.8%
DECK vs IAG
+571.9%
-584.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +10.2% | -4.3% | +5.4% |
| 7D | +10.4% | +1.1% | +9.3% | +10.2% |
| 30D | +11.1% | -5.3% | +16.4% | +11.3% |
| 3M | -10.8% | +18.0% | -28.8% | -11.7% |
| 6M | -8.7% | +7.1% | -15.9% | -9.4% |
| YTD | -14.0% | +5.9% | -20.0% | -15.7% |
| 1Y | +12.0% | +59.4% | -47.4% | +6.5% |
| All | -12.8% | +571.9% | -584.7% | -24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling