+12.0%
DECK vs IFF
+44.8%
-32.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -4.9% | +10.9% | +7.9% |
| 7D | +10.4% | -3.3% | +13.7% | +11.5% |
| 30D | +11.1% | +5.3% | +5.8% | +8.2% |
| 3M | -10.8% | +8.9% | -19.7% | -14.6% |
| 6M | -8.7% | +26.3% | -35.1% | -18.3% |
| YTD | -14.0% | +32.2% | -46.2% | -24.1% |
| 1Y | +12.0% | +45.8% | -33.7% | -5.5% |
| All | +12.0% | +44.8% | -32.8% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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