+169.2%
IWM vs DECK
+718.3%
-549.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.2% |
| 7D | +0.1% | -2.2% | +2.3% | +0.7% |
| 30D | -1.3% | -13.6% | +12.3% | +2.8% |
| 3M | +1.6% | -21.2% | +22.9% | +8.2% |
| 6M | +13.6% | -21.1% | +34.6% | +20.4% |
| YTD | +20.8% | -17.2% | +38.0% | +25.1% |
| 1Y | +26.4% | -30.7% | +57.2% | +36.8% |
| 3Y | +60.7% | -3.4% | +64.0% | +45.5% |
| 5Y | +38.2% | +25.5% | +12.6% | +10.0% |
| All | +169.2% | +718.3% | -549.1% | +33.5% |
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