+888.8%
DECK vs IVZ
+48.5%
+840.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.0% | +6.5% | +1.8% |
| 7D | +6.0% | -6.7% | +12.7% | +8.9% |
| 30D | +7.4% | -10.9% | +18.3% | +12.5% |
| 3M | -11.7% | -14.8% | +3.2% | -5.8% |
| 6M | -11.0% | +2.4% | -13.4% | -12.7% |
| YTD | -15.4% | +5.4% | -20.8% | -18.6% |
| 1Y | +7.2% | +19.6% | -12.3% | -2.3% |
| 3Y | -11.8% | +122.4% | -134.3% | -39.4% |
| 5Y | +24.3% | +28.8% | -4.4% | +3.6% |
| All | +888.8% | +48.5% | +840.3% | +548.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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