+19,043.3%
DECK vs IVZ
+897.2%
+18,146.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.0% | +6.5% | +1.2% |
| 7D | +6.0% | -6.7% | +12.7% | +8.4% |
| 30D | +7.4% | -10.9% | +18.3% | +11.6% |
| 3M | -11.7% | -14.8% | +3.2% | -6.8% |
| 6M | -11.0% | +2.4% | -13.4% | -12.3% |
| YTD | -15.4% | +5.4% | -20.8% | -17.9% |
| 1Y | +7.2% | +19.6% | -12.3% | -0.4% |
| 3Y | -11.8% | +122.4% | -134.3% | -34.9% |
| 5Y | +24.3% | +28.8% | -4.4% | +8.9% |
| 10Y | +907.5% | +52.3% | +855.2% | +660.3% |
| All | +19,043.3% | +897.2% | +18,146.1% | +7,475.7% |
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