+32.1%
IP vs DECK
+937.4%
-905.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.0% | -4.5% | -0.1% |
| 7D | +3.4% | +10.4% | -7.0% | +0.7% |
| 30D | +11.2% | +11.1% | +0.1% | +8.2% |
| 3M | -14.8% | -10.8% | -4.0% | -12.3% |
| 6M | +17.3% | -8.7% | +26.0% | +19.9% |
| YTD | -6.2% | -14.0% | +7.9% | -3.2% |
| 1Y | +2.3% | +12.0% | -9.7% | -1.2% |
| 3Y | +17.7% | -10.5% | +28.1% | +13.7% |
| 5Y | -8.4% | +28.5% | -36.9% | -22.1% |
| 10Y | +32.1% | +923.3% | -891.2% | -29.6% |
| All | +32.1% | +937.4% | -905.3% | -29.6% |
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