+161.6%
IJR vs DECK
+870.0%
-708.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +0.1% | +6.8% | -6.7% | -1.8% |
| 30D | +2.6% | +8.3% | -5.7% | +0.2% |
| 3M | -4.3% | -7.9% | +3.6% | -2.4% |
| 6M | +2.7% | -10.6% | +13.3% | +5.1% |
| YTD | +18.5% | -13.4% | +31.8% | +20.9% |
| 1Y | +20.1% | +12.5% | +7.6% | +13.2% |
| 3Y | +61.7% | -14.9% | +76.6% | +54.1% |
| 5Y | +28.5% | +27.5% | +1.1% | +2.9% |
| 10Y | +161.6% | +839.4% | -677.8% | +25.2% |
| All | +161.6% | +870.0% | -708.4% | +25.2% |
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