+135.2%
IEMG vs DECK
+806.8%
-671.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.9% | +2.6% |
| 7D | +0.7% | -0.8% | +1.5% | +0.9% |
| 30D | -6.4% | +4.9% | -11.3% | -7.3% |
| 3M | -5.5% | -5.8% | +0.3% | -4.8% |
| 6M | -8.3% | -8.6% | +0.2% | -7.4% |
| YTD | +13.2% | -14.7% | +27.9% | +15.0% |
| 1Y | +13.0% | +6.9% | +6.1% | +10.0% |
| 3Y | +71.6% | -16.2% | +87.8% | +65.4% |
| 5Y | +37.1% | +25.3% | +11.9% | +16.7% |
| 10Y | +135.2% | +781.3% | -646.1% | +44.2% |
| All | +135.2% | +806.8% | -671.5% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling