+8.6%
DECK vs IVZ
+19.4%
-10.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +5.8% | -2.4% | +8.2% | +6.6% |
| 30D | +7.9% | -11.2% | +19.1% | +12.3% |
| 3M | -11.4% | -14.0% | +2.6% | -6.7% |
| 6M | -16.6% | +0.5% | -17.0% | -17.3% |
| YTD | -16.4% | +5.4% | -21.8% | -19.6% |
| 1Y | +8.6% | +19.5% | -10.8% | -3.0% |
| All | +8.6% | +19.4% | -10.7% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling