+169.7%
IJH vs DECK
+730.5%
-560.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | 0.0% |
| 7D | +3.0% | -3.7% | +6.7% | +4.0% |
| 30D | +0.8% | +0.6% | +0.2% | +0.5% |
| 3M | -5.1% | -7.3% | +2.2% | -3.5% |
| 6M | +1.3% | -10.9% | +12.2% | +3.5% |
| YTD | +12.8% | -18.5% | +31.2% | +16.8% |
| 1Y | +14.1% | +0.2% | +13.9% | +11.3% |
| 3Y | +57.8% | -19.8% | +77.6% | +52.6% |
| 5Y | +36.9% | +18.7% | +18.3% | +12.1% |
| All | +169.7% | +730.5% | -560.8% | +40.4% |
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