+24,613.3%
DECK vs IRM
+9,964.6%
+14,648.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | -0.1% | +1.0% |
| 7D | -2.2% | -0.5% | -1.8% | -2.1% |
| 30D | -13.6% | -8.1% | -5.5% | -11.5% |
| 3M | -21.2% | -9.7% | -11.6% | -19.2% |
| 6M | -21.1% | +10.0% | -31.1% | -24.0% |
| YTD | -17.2% | +43.0% | -60.2% | -26.8% |
| 1Y | -30.7% | +32.7% | -63.4% | -37.6% |
| 3Y | -3.4% | +102.7% | -106.1% | -24.3% |
| 5Y | +25.5% | +187.6% | -162.0% | -12.2% |
| 10Y | +714.7% | +420.1% | +294.5% | +357.0% |
| All | +24,613.3% | +9,964.6% | +14,648.7% | +6,335.8% |
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