+54.4%
IJR vs DECK
-12.4%
+66.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.3% | -3.5% |
| 7D | -3.2% | +6.0% | -9.2% | -4.4% |
| 30D | -1.0% | +7.4% | -8.4% | -2.5% |
| 3M | -7.4% | -11.7% | +4.3% | -5.2% |
| 6M | +0.2% | -11.0% | +11.2% | +2.0% |
| YTD | +15.3% | -15.4% | +30.7% | +17.8% |
| 1Y | +17.5% | +7.2% | +10.2% | +13.7% |
| All | +54.4% | -12.4% | +66.7% | +47.6% |
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