+54.2%
IJR vs DECK
-3.0%
+57.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.1% |
| 7D | -0.2% | -2.2% | +2.1% | +0.3% |
| 30D | -2.4% | -13.6% | +11.2% | +0.3% |
| 3M | +3.9% | -21.2% | +25.2% | +8.5% |
| 6M | +12.4% | -21.1% | +33.5% | +16.9% |
| YTD | +21.5% | -17.2% | +38.7% | +24.7% |
| 1Y | +24.0% | -30.7% | +54.7% | +31.1% |
| All | +54.2% | -3.0% | +57.2% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling