-11.1%
IEMG vs DECK
-10.2%
-0.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -5.5% |
| 7D | -7.4% | +6.0% | -13.4% | -7.8% |
| 30D | -14.9% | +7.4% | -22.3% | -15.3% |
| 3M | -11.6% | -11.7% | +0.1% | -10.9% |
| 6M | -11.1% | -11.0% | -0.1% | -11.5% |
| All | -11.1% | -10.2% | -0.8% | -11.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling