+19,342.2%
DECK vs IVZ
+984.1%
+18,358.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.2% | +1.8% | +4.5% |
| 7D | +10.4% | +2.6% | +7.7% | +9.4% |
| 30D | +11.1% | -3.5% | +14.6% | +12.4% |
| 3M | -10.8% | -7.4% | -3.4% | -8.4% |
| 6M | -8.7% | +14.7% | -23.4% | -13.5% |
| YTD | -14.0% | +14.6% | -28.7% | -18.9% |
| 1Y | +12.0% | +30.7% | -18.7% | +1.0% |
| 3Y | -10.5% | +141.8% | -152.3% | -35.6% |
| 5Y | +28.5% | +40.2% | -11.8% | +9.4% |
| 10Y | +923.3% | +65.6% | +857.7% | +651.2% |
| All | +19,342.2% | +984.1% | +18,358.1% | +7,385.2% |
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