-1.4%
IEF vs DECK
-10.2%
+8.9%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +0.4% |
| 7D | +0.8% | +6.0% | -5.2% | +0.4% |
| 30D | +3.2% | +7.4% | -4.3% | +2.7% |
| 3M | -1.1% | -11.7% | +10.6% | -0.5% |
| 6M | -1.4% | -11.0% | +9.6% | -1.1% |
| All | -1.4% | -10.2% | +8.9% | -1.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling