+24.3%
DECK vs IRM
+173.7%
-149.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -11.1% | +9.6% | +2.7% |
| 7D | +6.0% | -10.9% | +16.9% | +10.5% |
| 30D | +7.4% | -9.4% | +16.9% | +11.2% |
| 3M | -11.7% | -16.4% | +4.7% | -6.0% |
| 6M | -11.0% | -18.7% | +7.8% | -4.6% |
| YTD | -15.4% | +30.1% | -45.5% | -26.6% |
| 1Y | +7.2% | +8.5% | -1.3% | +0.4% |
| 3Y | -11.8% | +88.0% | -99.9% | -37.9% |
| 5Y | +24.3% | +167.6% | -143.2% | -28.3% |
| All | +24.3% | +173.7% | -149.4% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling