+145.4%
IEMG vs DECK
+1,280.0%
-1,134.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.4% |
| 7D | +2.2% | -2.2% | +4.5% | +2.6% |
| 30D | +4.6% | -13.6% | +18.2% | +7.0% |
| 3M | +0.4% | -21.2% | +21.6% | +4.0% |
| 6M | +16.4% | -21.1% | +37.4% | +20.4% |
| YTD | +25.4% | -17.2% | +42.7% | +28.2% |
| 1Y | +38.3% | -30.7% | +69.0% | +44.8% |
| 3Y | +84.1% | -3.4% | +87.4% | +73.9% |
| 5Y | +49.0% | +25.5% | +23.4% | +30.4% |
| 10Y | +141.8% | +714.7% | -572.8% | +54.8% |
| All | +145.4% | +1,280.0% | -1,134.5% | +50.2% |
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