+26.1%
DECK vs IWD
+73.6%
-47.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +2.5% |
| 7D | -2.2% | -0.3% | -2.0% | -1.9% |
| 30D | -13.6% | +0.6% | -14.2% | -14.2% |
| 3M | -21.2% | +7.2% | -28.5% | -28.1% |
| 6M | -21.1% | +16.2% | -37.3% | -35.1% |
| YTD | -17.2% | +23.3% | -40.6% | -37.0% |
| 1Y | -30.7% | +29.6% | -60.3% | -50.5% |
| 3Y | -3.4% | +70.5% | -73.8% | -49.9% |
| All | +26.1% | +73.6% | -47.5% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling