+36.6%
IEMG vs DECK
+30.0%
+6.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.3% | -1.4% | +2.2% |
| 7D | -0.1% | +6.4% | -6.5% | -1.1% |
| 30D | -8.8% | +9.1% | -17.9% | -10.0% |
| 3M | -7.2% | -7.2% | +0.1% | -6.3% |
| 6M | -9.8% | -9.9% | +0.1% | -8.9% |
| YTD | +11.4% | -12.8% | +24.1% | +12.6% |
| 1Y | +13.2% | +10.6% | +2.6% | +10.2% |
| 3Y | +70.0% | -13.8% | +83.9% | +61.6% |
| 5Y | +36.6% | +27.6% | +9.0% | +12.3% |
| All | +36.6% | +30.0% | +6.6% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling