+53.2%
IJH vs DECK
-13.4%
+66.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | -1.7% | +5.8% | -7.4% | -2.7% |
| 30D | -0.9% | +7.9% | -8.8% | -2.4% |
| 3M | -5.8% | -11.4% | +5.6% | -3.8% |
| 6M | -2.8% | -16.6% | +13.7% | -0.1% |
| YTD | +10.1% | -16.4% | +26.5% | +12.5% |
| 1Y | +13.8% | +8.6% | +5.2% | +10.1% |
| 3Y | +53.2% | -15.1% | +68.3% | +48.3% |
| All | +53.2% | -13.4% | +66.6% | +48.3% |
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