+26.1%
DECK vs IAG
+764.1%
-738.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.7% | +1.7% |
| 7D | -2.2% | -0.5% | -1.7% | -2.2% |
| 30D | -13.6% | +28.9% | -42.5% | -14.9% |
| 3M | -21.2% | +19.1% | -40.4% | -22.2% |
| 6M | -21.1% | -10.3% | -10.8% | -21.2% |
| YTD | -17.2% | +24.2% | -41.4% | -19.3% |
| 1Y | -30.7% | +116.5% | -147.2% | -35.2% |
| 3Y | -3.4% | +742.8% | -746.2% | -18.9% |
| All | +26.1% | +764.1% | -738.0% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling