+38.7%
IJH vs DECK
+28.0%
+10.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | 0.0% | +6.8% | -6.8% | -1.6% |
| 30D | +1.0% | +8.3% | -7.4% | -1.0% |
| 3M | -4.1% | -7.9% | +3.7% | -2.5% |
| 6M | +0.7% | -10.6% | +11.3% | +2.6% |
| YTD | +13.2% | -13.4% | +26.6% | +15.2% |
| 1Y | +14.9% | +12.5% | +2.4% | +9.2% |
| 3Y | +58.4% | -14.9% | +73.2% | +49.0% |
| 5Y | +38.7% | +27.5% | +11.2% | +9.7% |
| All | +38.7% | +28.0% | +10.6% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling