-8.7%
DECK vs IAG
+6.5%
-15.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +10.2% | -4.3% | +4.6% |
| 7D | +10.4% | +1.1% | +9.3% | +9.8% |
| 30D | +11.1% | -5.3% | +16.4% | +11.2% |
| 3M | -10.8% | +18.0% | -28.8% | -13.4% |
| 6M | -8.7% | +7.1% | -15.9% | -10.5% |
| All | -8.7% | +6.5% | -15.3% | -10.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling