+67.8%
IOT vs DECK
+43.5%
+24.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | +0.8% | +6.8% | -6.0% | -2.1% |
| 30D | -0.2% | +8.3% | -8.6% | -4.0% |
| 3M | +4.0% | -7.9% | +11.8% | +7.4% |
| 6M | +39.4% | -10.6% | +50.0% | +45.1% |
| YTD | +16.9% | -13.4% | +30.3% | +19.2% |
| 1Y | +4.1% | +12.5% | -8.4% | -7.8% |
| 3Y | +72.7% | -14.9% | +87.6% | +47.1% |
| All | +67.8% | +43.5% | +24.3% | -13.1% |
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