+25,563.7%
DECK vs IRM
+10,199.0%
+15,364.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.7% | +4.3% | +5.5% |
| 7D | +10.4% | +2.6% | +7.8% | +9.5% |
| 30D | +11.1% | +5.6% | +5.5% | +9.2% |
| 3M | -10.8% | -4.7% | -6.1% | -9.7% |
| 6M | -8.7% | -6.1% | -2.6% | -7.6% |
| YTD | -14.0% | +46.3% | -60.4% | -24.6% |
| 1Y | +12.0% | +18.7% | -6.7% | +4.6% |
| 3Y | -10.5% | +111.5% | -121.9% | -30.7% |
| 5Y | +28.5% | +210.3% | -181.8% | -12.2% |
| 10Y | +923.3% | +528.6% | +394.7% | +443.7% |
| All | +25,563.7% | +10,199.0% | +15,364.7% | +6,528.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling