+13.0%
IEMG vs DECK
+9.5%
+3.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.9% | +2.5% |
| 7D | +0.7% | -0.8% | +1.5% | +0.8% |
| 30D | -6.4% | +4.9% | -11.3% | -7.0% |
| 3M | -5.5% | -5.8% | +0.3% | -5.1% |
| 6M | -8.3% | -8.6% | +0.2% | -7.9% |
| YTD | +13.2% | -14.7% | +27.9% | +15.5% |
| 1Y | +13.0% | +6.9% | +6.1% | +13.4% |
| All | +13.0% | +9.5% | +3.5% | +13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling