+200.1%
IEFA vs DECK
+1,311.0%
-1,110.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.4% | -2.7% |
| 7D | -1.7% | +6.0% | -7.7% | -2.6% |
| 30D | -1.8% | +7.4% | -9.2% | -2.9% |
| 3M | -4.5% | -11.7% | +7.2% | -2.8% |
| 6M | +1.8% | -11.0% | +12.7% | +3.1% |
| YTD | +8.5% | -15.4% | +23.9% | +10.3% |
| 1Y | +12.8% | +7.2% | +5.5% | +10.3% |
| 3Y | +62.5% | -11.8% | +74.3% | +57.3% |
| 5Y | +44.8% | +24.3% | +20.5% | +28.7% |
| 10Y | +144.6% | +907.5% | -763.0% | +61.1% |
| All | +200.1% | +1,311.0% | -1,110.9% | +96.2% |
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