+68.5%
IEFA vs DECK
-3.0%
+71.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.4% | 0.0% |
| 7D | +0.6% | -2.2% | +2.8% | +0.8% |
| 30D | +1.0% | -13.6% | +14.6% | +2.6% |
| 3M | +4.7% | -21.2% | +26.0% | +7.3% |
| 6M | +8.6% | -21.1% | +29.7% | +10.9% |
| YTD | +14.8% | -17.2% | +32.1% | +16.6% |
| 1Y | +22.6% | -30.7% | +53.4% | +26.4% |
| All | +68.5% | -3.0% | +71.5% | +71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling