+369.0%
IWF vs DECK
+885.7%
-516.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.5% | -4.9% | -6.0% |
| 7D | -8.9% | +6.0% | -14.9% | -10.2% |
| 30D | -14.6% | +7.4% | -22.0% | -16.2% |
| 3M | -10.8% | -11.7% | +0.8% | -8.5% |
| 6M | -8.2% | -11.0% | +2.8% | -6.5% |
| YTD | -6.5% | -15.4% | +8.9% | -4.5% |
| 1Y | -7.7% | +7.2% | -14.9% | -11.4% |
| 3Y | +63.5% | -11.8% | +75.4% | +55.2% |
| 5Y | +48.9% | +24.3% | +24.6% | +23.5% |
| All | +369.0% | +885.7% | -516.6% | +174.0% |
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