+888.8%
DECK vs IWD
+208.6%
+680.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | +1.5% |
| 7D | +6.0% | -0.9% | +6.9% | +7.2% |
| 30D | +7.4% | +2.6% | +4.8% | +4.4% |
| 3M | -11.7% | +1.2% | -12.9% | -12.6% |
| 6M | -11.0% | +12.1% | -23.1% | -21.6% |
| YTD | -15.4% | +24.1% | -39.5% | -33.5% |
| 1Y | +7.2% | +28.5% | -21.3% | -18.9% |
| 3Y | -11.8% | +79.5% | -91.3% | -53.2% |
| 5Y | +24.3% | +70.3% | -46.0% | -29.2% |
| All | +888.8% | +208.6% | +680.2% | +205.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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