+48.4%
IEFA vs DECK
+30.0%
+18.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.3% | -1.3% | +2.4% |
| 7D | +1.1% | +6.4% | -5.3% | +0.1% |
| 30D | +1.2% | +9.1% | -7.9% | -0.2% |
| 3M | -3.4% | -7.2% | +3.8% | -2.4% |
| 6M | +2.0% | -9.9% | +12.0% | +3.2% |
| YTD | +11.0% | -12.8% | +23.7% | +12.3% |
| 1Y | +15.2% | +10.6% | +4.6% | +12.1% |
| 3Y | +68.4% | -13.8% | +82.2% | +60.1% |
| 5Y | +48.4% | +27.6% | +20.8% | +22.6% |
| All | +48.4% | +30.0% | +18.4% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling