+24.3%
DECK vs IFF
-30.7%
+55.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.9% |
| 7D | +6.0% | -4.9% | +10.9% | +8.1% |
| 30D | +7.4% | +2.9% | +4.5% | +5.7% |
| 3M | -11.7% | -1.5% | -10.2% | -11.5% |
| 6M | -11.0% | +23.3% | -34.2% | -19.8% |
| YTD | -15.4% | +30.2% | -45.6% | -26.0% |
| 1Y | +7.2% | +37.9% | -30.7% | -8.7% |
| 3Y | -11.8% | +26.9% | -38.8% | -22.9% |
| 5Y | +24.3% | -31.3% | +55.6% | +46.6% |
| All | +24.3% | -30.7% | +55.0% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling