+1,158.3%
IJR vs DECK
+44,031.0%
-42,872.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.6% |
| 6M | +12.4% | -21.1% | +33.5% | +17.1% |
| YTD | +21.5% | -17.2% | +38.7% | +24.7% |
| 1Y | +24.0% | -30.7% | +54.7% | +31.0% |
| 3Y | +49.7% | -3.4% | +53.1% | +43.0% |
| 5Y | +39.7% | +25.5% | +14.1% | +24.1% |
| 10Y | +169.0% | +714.7% | -545.6% | +64.7% |
| All | +1,158.3% | +44,031.0% | -42,872.6% | +416.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling