-3.1%
IEF vs DECK
-0.5%
-2.7%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | -0.6% |
| 7D | -1.9% | -3.7% | +1.7% | -1.8% |
| 30D | +1.1% | +0.6% | +0.5% | +1.0% |
| 3M | -1.9% | -7.3% | +5.4% | -1.8% |
| 6M | -2.4% | -10.9% | +8.5% | -2.1% |
| YTD | -3.0% | -18.5% | +15.4% | -2.6% |
| 1Y | -3.1% | +0.2% | -3.3% | -2.5% |
| All | -3.1% | -0.5% | -2.7% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 1y: compounded portfolio wealth divided by compounded DECK 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…
1y analysis · Full analysis span regression · 6 months rolling