-14.1%
DECK vs IRM
+88.2%
-102.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -11.1% | +9.6% | +2.2% |
| 7D | +6.0% | -10.9% | +16.9% | +9.9% |
| 30D | +7.4% | -9.4% | +16.9% | +10.7% |
| 3M | -11.7% | -16.4% | +4.7% | -6.7% |
| 6M | -11.0% | -18.7% | +7.8% | -5.3% |
| YTD | -15.4% | +30.1% | -45.5% | -26.1% |
| 1Y | +7.2% | +8.5% | -1.3% | +0.8% |
| All | -14.1% | +88.2% | -102.4% | -34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling