+22.9%
IP vs DECK
+718.3%
-695.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.8% |
| 7D | -5.3% | -2.2% | -3.0% | -4.7% |
| 30D | -10.9% | -13.6% | +2.7% | -7.5% |
| 3M | +11.2% | -21.2% | +32.4% | +18.1% |
| 6M | -10.2% | -21.1% | +10.9% | -4.8% |
| YTD | -2.0% | -17.2% | +15.2% | +2.2% |
| 1Y | -19.1% | -30.7% | +11.7% | -12.5% |
| 3Y | +20.9% | -3.4% | +24.2% | +14.1% |
| 5Y | -17.8% | +25.5% | -43.4% | -30.0% |
| All | +22.9% | +718.3% | -695.3% | -32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling