+62.3%
IEMG vs DECK
-13.4%
+75.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.2% |
| 7D | -2.8% | +5.8% | -8.5% | -3.3% |
| 30D | -12.0% | +7.9% | -19.9% | -12.7% |
| 3M | -9.0% | -11.4% | +2.4% | -8.0% |
| 6M | -11.8% | -16.6% | +4.7% | -10.5% |
| YTD | +8.3% | -16.4% | +24.6% | +9.7% |
| 1Y | +9.6% | +8.6% | +1.0% | +8.2% |
| 3Y | +62.3% | -15.1% | +77.4% | +65.3% |
| All | +62.3% | -13.4% | +75.7% | +65.3% |
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