+1,014.6%
IJH vs DECK
+45,023.5%
-44,008.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.6% |
| 7D | -3.4% | +6.0% | -9.4% | -4.5% |
| 30D | -3.1% | +7.4% | -10.6% | -4.5% |
| 3M | -6.6% | -11.7% | +5.0% | -4.7% |
| 6M | -1.6% | -11.0% | +9.3% | -0.1% |
| YTD | +9.5% | -15.4% | +24.8% | +11.5% |
| 1Y | +12.1% | +7.2% | +4.8% | +9.1% |
| 3Y | +50.8% | -11.8% | +62.6% | +47.3% |
| 5Y | +32.8% | +24.3% | +8.5% | +19.5% |
| 10Y | +181.3% | +907.5% | -726.3% | +74.6% |
| All | +1,014.6% | +45,023.5% | -44,008.9% | +406.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling