+24.6%
DECK vs IFF
-34.6%
+59.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.2% | +0.7% |
| 7D | +5.8% | -11.2% | +16.9% | +11.1% |
| 30D | +7.9% | -1.8% | +9.6% | +8.2% |
| 3M | -11.4% | -1.8% | -9.6% | -11.1% |
| 6M | -16.6% | +0.6% | -17.2% | -17.6% |
| YTD | -16.4% | +24.6% | -40.9% | -25.5% |
| 1Y | +8.6% | +34.4% | -25.7% | -6.6% |
| 3Y | -15.1% | +22.1% | -37.2% | -24.6% |
| All | +24.6% | -34.6% | +59.1% | +53.1% |
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