+150.3%
IJR vs DECK
+753.0%
-602.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.8% |
| 7D | +2.2% | +0.1% | +2.0% | +2.1% |
| 30D | +3.8% | +4.8% | -1.0% | +2.3% |
| 3M | -5.7% | -6.9% | +1.2% | -4.2% |
| 6M | +4.6% | -7.6% | +12.2% | +6.0% |
| YTD | +18.0% | -16.3% | +34.2% | +21.5% |
| 1Y | +21.8% | +4.5% | +17.3% | +17.3% |
| 3Y | +61.1% | -17.1% | +78.2% | +54.6% |
| 5Y | +27.3% | +21.9% | +5.4% | +3.2% |
| All | +150.3% | +753.0% | -602.7% | +23.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling