+888.8%
DECK vs IRM
+451.6%
+437.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -11.1% | +9.6% | +2.4% |
| 7D | +6.0% | -10.9% | +16.9% | +10.1% |
| 30D | +7.4% | -9.4% | +16.9% | +10.9% |
| 3M | -11.7% | -16.4% | +4.7% | -6.5% |
| 6M | -11.0% | -18.7% | +7.8% | -5.2% |
| YTD | -15.4% | +30.1% | -45.5% | -24.8% |
| 1Y | +7.2% | +8.5% | -1.3% | +1.6% |
| 3Y | -11.8% | +88.0% | -99.9% | -32.8% |
| 5Y | +24.3% | +167.6% | -143.2% | -17.4% |
| All | +888.8% | +451.6% | +437.2% | +407.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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