+26.1%
DECK vs IRM
+189.3%
-163.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | -0.1% | +0.9% |
| 7D | -2.2% | -0.5% | -1.8% | -2.1% |
| 30D | -13.6% | -8.1% | -5.5% | -10.9% |
| 3M | -21.2% | -9.7% | -11.6% | -18.6% |
| 6M | -21.1% | +10.0% | -31.1% | -25.3% |
| YTD | -17.2% | +43.0% | -60.2% | -30.4% |
| 1Y | -30.7% | +32.7% | -63.4% | -40.4% |
| 3Y | -3.4% | +102.7% | -106.1% | -33.1% |
| All | +26.1% | +189.3% | -163.2% | -30.7% |
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