+7.2%
DECK vs IRM
+5.2%
+2.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -11.1% | +9.6% | +0.5% |
| 7D | +6.0% | -10.9% | +16.9% | +8.2% |
| 30D | +7.4% | -9.4% | +16.9% | +9.3% |
| 3M | -11.7% | -16.4% | +4.7% | -9.0% |
| 6M | -11.0% | -18.7% | +7.8% | -7.8% |
| YTD | -15.4% | +30.1% | -45.5% | -21.7% |
| 1Y | +7.2% | +8.5% | -1.3% | +6.6% |
| All | +7.2% | +5.2% | +2.0% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling