+315.1%
IVV vs DECK
+718.3%
-403.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.7% |
| 7D | +0.1% | -2.2% | +2.3% | +0.6% |
| 30D | +0.1% | -13.6% | +13.7% | +3.1% |
| 3M | +2.0% | -21.2% | +23.2% | +6.8% |
| 6M | +13.0% | -21.1% | +34.1% | +17.9% |
| YTD | +13.6% | -17.2% | +30.8% | +16.6% |
| 1Y | +20.1% | -30.7% | +50.8% | +27.2% |
| 3Y | +77.6% | -3.4% | +81.0% | +64.8% |
| 5Y | +82.5% | +25.5% | +56.9% | +53.4% |
| All | +315.1% | +718.3% | -403.1% | +153.1% |
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