+209.3%
IEFA vs DECK
+1,333.0%
-1,123.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.0% | -3.5% | +1.5% |
| 7D | +1.9% | +10.4% | -8.5% | +0.3% |
| 30D | +1.4% | +11.1% | -9.7% | -0.3% |
| 3M | -1.4% | -10.8% | +9.4% | +0.2% |
| 6M | +6.3% | -8.7% | +15.1% | +7.3% |
| YTD | +11.9% | -14.0% | +25.9% | +13.4% |
| 1Y | +17.0% | +12.0% | +4.9% | +13.5% |
| 3Y | +67.5% | -10.5% | +77.9% | +61.8% |
| 5Y | +49.5% | +28.5% | +21.0% | +32.2% |
| 10Y | +152.1% | +923.3% | -771.2% | +65.6% |
| All | +209.3% | +1,333.0% | -1,123.7% | +101.7% |
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 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