+177.3%
IJH vs DECK
+806.8%
-629.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.2% |
| 7D | +0.2% | -0.8% | +1.0% | +0.4% |
| 30D | +2.1% | +4.9% | -2.7% | +0.7% |
| 3M | -3.6% | -5.8% | +2.2% | -2.4% |
| 6M | +1.8% | -8.6% | +10.4% | +3.4% |
| YTD | +14.1% | -14.7% | +28.9% | +16.8% |
| 1Y | +15.9% | +6.9% | +9.0% | +11.0% |
| 3Y | +59.7% | -16.2% | +75.9% | +52.6% |
| 5Y | +39.1% | +25.3% | +13.8% | +12.1% |
| 10Y | +177.3% | +781.3% | -604.0% | +42.4% |
| All | +177.3% | +806.8% | -629.4% | +42.4% |
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