+877.2%
DECK vs IRM
+456.9%
+420.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.1% | -1.5% |
| 7D | +5.8% | -8.6% | +14.4% | +8.9% |
| 30D | +7.9% | -8.0% | +15.8% | +10.7% |
| 3M | -11.4% | -12.0% | +0.6% | -7.9% |
| 6M | -16.6% | -18.2% | +1.6% | -11.4% |
| YTD | -16.4% | +31.4% | -47.7% | -26.0% |
| 1Y | +8.6% | +9.2% | -0.5% | +2.7% |
| 3Y | -15.1% | +94.6% | -109.7% | -36.1% |
| 5Y | +22.9% | +170.2% | -147.3% | -18.7% |
| All | +877.2% | +456.9% | +420.3% | +399.9% |
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