+6,920.8%
DECK vs IFF
+450.1%
+6,470.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -2.2% | -1.8% | -0.4% | -1.5% |
| 30D | -13.6% | -2.0% | -11.6% | -13.0% |
| 3M | -21.2% | +18.5% | -39.8% | -26.4% |
| 6M | -21.1% | +11.7% | -32.8% | -25.0% |
| YTD | -17.2% | +29.6% | -46.8% | -25.9% |
| 1Y | -30.7% | +35.0% | -65.7% | -39.0% |
| 3Y | -3.4% | +32.3% | -35.6% | -15.1% |
| 5Y | +25.5% | -34.6% | +60.1% | +39.5% |
| 10Y | +714.7% | -20.6% | +735.3% | +704.4% |
| All | +6,920.8% | +450.1% | +6,470.8% | +4,695.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling