+148.1%
IEFA vs DECK
+753.0%
-604.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.3% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +1.1% | +4.8% | -3.8% | +0.1% |
| 3M | -4.3% | -6.9% | +2.7% | -3.2% |
| 6M | +1.4% | -7.6% | +8.9% | +2.2% |
| YTD | +10.1% | -16.3% | +26.3% | +12.3% |
| 1Y | +12.9% | +4.5% | +8.4% | +10.5% |
| 3Y | +65.8% | -17.1% | +82.9% | +60.6% |
| 5Y | +47.7% | +21.9% | +25.8% | +27.5% |
| All | +148.1% | +753.0% | -604.8% | +60.6% |
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