+217.5%
IEFA vs DECK
+1,280.0%
-1,062.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.4% | -0.1% |
| 7D | +0.6% | -2.2% | +2.8% | +0.9% |
| 30D | +1.0% | -13.6% | +14.6% | +3.3% |
| 3M | +4.7% | -21.2% | +26.0% | +8.4% |
| 6M | +8.6% | -21.1% | +29.7% | +12.2% |
| YTD | +14.8% | -17.2% | +32.1% | +17.3% |
| 1Y | +22.6% | -30.7% | +53.4% | +28.1% |
| 3Y | +67.0% | -3.4% | +70.4% | +58.8% |
| 5Y | +52.3% | +25.5% | +26.7% | +34.9% |
| 10Y | +147.3% | +714.7% | -567.3% | +66.8% |
| All | +217.5% | +1,280.0% | -1,062.4% | +108.5% |
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