+107.5%
IEMG vs DECK
+1,311.0%
-1,203.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -5.4% |
| 7D | -7.4% | +6.0% | -13.4% | -8.3% |
| 30D | -14.9% | +7.4% | -22.3% | -15.9% |
| 3M | -11.6% | -11.7% | +0.1% | -10.0% |
| 6M | -11.1% | -11.0% | -0.1% | -9.9% |
| YTD | +6.0% | -15.4% | +21.4% | +7.8% |
| 1Y | +6.5% | +7.2% | -0.7% | +3.9% |
| 3Y | +60.4% | -11.8% | +72.2% | +54.6% |
| 5Y | +30.8% | +24.3% | +6.4% | +14.9% |
| 10Y | +112.2% | +907.5% | -795.3% | +32.1% |
| All | +107.5% | +1,311.0% | -1,203.5% | +26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling