+60.9%
IJH vs DECK
-13.9%
+74.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.3% | -1.1% | +2.3% |
| 7D | +0.6% | +6.4% | -5.8% | -0.6% |
| 30D | +1.3% | +9.1% | -7.8% | -0.4% |
| 3M | -4.1% | -7.2% | +3.1% | -3.0% |
| 6M | +1.1% | -9.9% | +11.0% | +2.5% |
| YTD | +13.6% | -12.8% | +26.4% | +15.1% |
| 1Y | +16.0% | +10.6% | +5.5% | +11.9% |
| 3Y | +60.9% | -13.8% | +74.7% | +54.6% |
| All | +60.9% | -13.9% | +74.9% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling