+150.3%
IJR vs DECK
+730.5%
-580.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | +0.1% |
| 7D | +2.3% | -3.7% | +5.9% | +3.3% |
| 30D | +2.2% | +0.6% | +1.6% | +1.9% |
| 3M | -5.3% | -7.3% | +2.0% | -3.6% |
| 6M | +4.3% | -10.9% | +15.2% | +6.8% |
| YTD | +18.0% | -18.5% | +36.5% | +22.5% |
| 1Y | +19.2% | +0.2% | +19.0% | +16.3% |
| 3Y | +61.1% | -19.8% | +80.9% | +56.1% |
| 5Y | +27.3% | +18.7% | +8.7% | +4.0% |
| All | +150.3% | +730.5% | -580.2% | +24.0% |
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