+18,622.2%
DECK vs IVZ
+1,117.8%
+17,504.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.4% | +1.2% |
| 7D | -2.2% | +0.6% | -2.9% | -2.4% |
| 30D | -13.6% | +4.0% | -17.6% | -14.8% |
| 3M | -21.2% | +18.2% | -39.4% | -26.0% |
| 6M | -21.1% | +32.8% | -53.9% | -29.0% |
| YTD | -17.2% | +28.7% | -46.0% | -24.9% |
| 1Y | -30.7% | +55.4% | -86.1% | -41.3% |
| 3Y | -3.4% | +135.2% | -138.6% | -30.1% |
| 5Y | +25.5% | +64.2% | -38.6% | +0.9% |
| 10Y | +714.7% | +64.6% | +650.0% | +497.5% |
| All | +18,622.2% | +1,117.8% | +17,504.4% | +6,828.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling