+139.4%
IEFA vs DECK
+874.1%
-734.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | -1.6% | +5.8% | -7.3% | -2.6% |
| 30D | -1.5% | +7.9% | -9.3% | -2.8% |
| 3M | -5.2% | -11.4% | +6.2% | -3.4% |
| 6M | -1.6% | -16.6% | +15.0% | +1.0% |
| YTD | +7.7% | -16.4% | +24.1% | +9.9% |
| 1Y | +12.2% | +8.6% | +3.6% | +9.0% |
| 3Y | +62.1% | -15.1% | +77.2% | +56.3% |
| 5Y | +43.7% | +22.9% | +20.8% | +24.0% |
| All | +139.4% | +874.1% | -734.7% | +55.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling