+19.2%
IWM vs DECK
+25.8%
-6.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -4.2% |
| 7D | -4.6% | +6.0% | -10.6% | -6.0% |
| 30D | -3.7% | +7.4% | -11.1% | -5.5% |
| 3M | -9.4% | -11.7% | +2.3% | -6.8% |
| 6M | -3.6% | -11.0% | +7.3% | -1.6% |
| YTD | +10.8% | -15.4% | +26.2% | +13.6% |
| 1Y | +11.9% | +7.2% | +4.6% | +7.3% |
| 3Y | +60.6% | -11.8% | +72.4% | +48.5% |
| 5Y | +19.2% | +24.3% | -5.1% | -5.5% |
| All | +19.2% | +25.8% | -6.6% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling