+129.8%
IEF vs DECK
+33,477.8%
-33,347.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | 0.0% |
| 7D | -0.3% | -2.2% | +1.9% | -0.3% |
| 30D | -0.8% | -13.6% | +12.8% | -1.0% |
| 3M | -1.0% | -21.2% | +20.3% | -1.4% |
| 6M | -2.8% | -21.1% | +18.3% | -3.1% |
| YTD | -1.5% | -17.2% | +15.7% | -1.7% |
| 1Y | -0.4% | -30.7% | +30.3% | -1.0% |
| 3Y | +9.7% | -3.4% | +13.0% | +10.4% |
| 5Y | -8.3% | +25.5% | -33.9% | -6.9% |
| 10Y | +4.6% | +714.7% | -710.0% | +12.5% |
| All | +129.8% | +33,477.8% | -33,347.9% | +164.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling