+363.5%
IGV vs DECK
+718.3%
-354.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.6% |
| 7D | -4.5% | -2.2% | -2.3% | -3.9% |
| 30D | +3.2% | -13.6% | +16.8% | +7.1% |
| 3M | +4.5% | -21.2% | +25.8% | +10.8% |
| 6M | +22.1% | -21.1% | +43.2% | +28.6% |
| YTD | -1.0% | -17.2% | +16.2% | +1.8% |
| 1Y | -2.1% | -30.7% | +28.6% | +4.9% |
| 3Y | +44.6% | -3.4% | +47.9% | +31.3% |
| 5Y | +22.2% | +25.5% | -3.4% | -1.7% |
| All | +363.5% | +718.3% | -354.8% | +163.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling