+7,078.7%
DECK vs IFF
+452.7%
+6,626.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.0% |
| 7D | +6.0% | -4.9% | +10.9% | +7.9% |
| 30D | +7.4% | +2.9% | +4.5% | +6.0% |
| 3M | -11.7% | -1.5% | -10.2% | -11.4% |
| 6M | -11.0% | +23.3% | -34.2% | -18.7% |
| YTD | -15.4% | +30.2% | -45.6% | -24.6% |
| 1Y | +7.2% | +37.9% | -30.7% | -6.6% |
| 3Y | -11.8% | +26.9% | -38.8% | -21.4% |
| 5Y | +24.3% | -31.3% | +55.6% | +35.8% |
| 10Y | +907.5% | -14.2% | +921.8% | +864.1% |
| All | +7,078.7% | +452.7% | +6,626.0% | +4,778.6% |
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 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