+85.3%
IEMG vs DECK
-3.0%
+88.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.5% |
| 7D | +2.2% | -2.2% | +4.5% | +2.5% |
| 30D | +4.6% | -13.6% | +18.2% | +6.1% |
| 3M | +0.4% | -21.2% | +21.6% | +2.6% |
| 6M | +16.4% | -21.1% | +37.4% | +18.7% |
| YTD | +25.4% | -17.2% | +42.7% | +27.3% |
| 1Y | +38.3% | -30.7% | +69.0% | +42.3% |
| All | +85.3% | -3.0% | +88.3% | +88.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling