+177.4%
IJH vs DECK
+874.1%
-696.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.9% |
| 7D | -1.7% | +5.8% | -7.4% | -3.2% |
| 30D | -0.9% | +7.9% | -8.8% | -3.1% |
| 3M | -5.8% | -11.4% | +5.6% | -3.0% |
| 6M | -2.8% | -16.6% | +13.7% | +1.1% |
| YTD | +10.1% | -16.4% | +26.5% | +13.3% |
| 1Y | +13.8% | +8.6% | +5.2% | +8.5% |
| 3Y | +53.2% | -15.1% | +68.3% | +45.7% |
| 5Y | +33.6% | +22.9% | +10.8% | +8.3% |
| All | +177.4% | +874.1% | -696.7% | +40.5% |
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 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