+33.6%
IJH vs DECK
+23.3%
+10.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.9% |
| 7D | -1.7% | +5.8% | -7.4% | -3.0% |
| 30D | -0.9% | +7.9% | -8.8% | -2.8% |
| 3M | -5.8% | -11.4% | +5.6% | -3.3% |
| 6M | -2.8% | -16.6% | +13.7% | +0.6% |
| YTD | +10.1% | -16.4% | +26.5% | +13.0% |
| 1Y | +13.8% | +8.6% | +5.2% | +9.0% |
| 3Y | +53.2% | -15.1% | +68.3% | +43.9% |
| All | +33.6% | +23.3% | +10.3% | +5.5% |
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 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