+36.5%
IJH vs DECK
+20.9%
+15.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.8% |
| 7D | +2.3% | +0.1% | +2.2% | +2.2% |
| 30D | +2.1% | +4.8% | -2.8% | +0.8% |
| 3M | -5.7% | -6.9% | +1.3% | -4.3% |
| 6M | +1.4% | -7.6% | +9.0% | +2.5% |
| YTD | +12.6% | -16.3% | +28.9% | +15.5% |
| 1Y | +16.1% | +4.5% | +11.6% | +12.3% |
| 3Y | +57.8% | -17.1% | +74.9% | +49.3% |
| All | +36.5% | +20.9% | +15.6% | +8.4% |
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 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