+21,965.4%
DECK vs IAG
+377.5%
+21,587.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.2% |
| 3M | -21.2% | +19.1% | -40.4% | -22.5% |
| 6M | -21.1% | -10.3% | -10.8% | -21.0% |
| YTD | -17.2% | +24.2% | -41.4% | -19.4% |
| 1Y | -30.7% | +116.5% | -147.2% | -35.4% |
| 3Y | -3.4% | +742.8% | -746.2% | -19.8% |
| 5Y | +25.5% | +753.3% | -727.8% | +1.2% |
| 10Y | +714.7% | +403.2% | +311.5% | +543.8% |
| All | +21,965.4% | +377.5% | +21,587.9% | +18,643.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling