+781.3%
DECK vs IFF
-10.8%
+792.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -0.9% | -1.3% |
| 7D | -0.8% | -5.7% | +4.9% | +1.6% |
| 30D | +4.9% | -2.7% | +7.6% | +5.7% |
| 3M | -5.8% | -2.3% | -3.5% | -5.3% |
| 6M | -8.6% | +6.0% | -14.6% | -11.4% |
| YTD | -14.7% | +24.6% | -39.4% | -23.4% |
| 1Y | +6.9% | +29.4% | -22.5% | -5.6% |
| 3Y | -16.2% | +23.1% | -39.3% | -25.1% |
| 5Y | +25.3% | -37.2% | +62.4% | +42.9% |
| 10Y | +781.3% | -10.8% | +792.1% | +779.6% |
| All | +781.3% | -10.8% | +792.1% | +779.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling