+159.0%
IWM vs DECK
+885.7%
-726.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -4.1% |
| 7D | -4.6% | +6.0% | -10.6% | -6.2% |
| 30D | -3.7% | +7.4% | -11.1% | -5.8% |
| 3M | -9.4% | -11.7% | +2.3% | -6.4% |
| 6M | -3.6% | -11.0% | +7.3% | -1.3% |
| YTD | +10.8% | -15.4% | +26.2% | +13.9% |
| 1Y | +11.9% | +7.2% | +4.6% | +6.8% |
| 3Y | +60.6% | -11.8% | +72.4% | +50.7% |
| 5Y | +19.2% | +24.3% | -5.1% | -4.6% |
| All | +159.0% | +885.7% | -726.7% | +23.3% |
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