+26.7%
IWM vs DECK
+31.2%
-4.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.0% | -4.5% | 0.0% |
| 7D | +1.0% | +10.4% | -9.4% | -1.6% |
| 30D | +0.2% | +11.1% | -10.9% | -2.5% |
| 3M | -5.6% | -10.8% | +5.2% | -3.2% |
| 6M | +2.7% | -8.7% | +11.5% | +4.3% |
| YTD | +16.2% | -14.0% | +30.2% | +18.6% |
| 1Y | +18.9% | +12.0% | +6.9% | +12.7% |
| 3Y | +68.3% | -10.5% | +78.7% | +55.0% |
| 5Y | +26.7% | +28.5% | -1.8% | -0.2% |
| All | +26.7% | +31.2% | -4.6% | -0.2% |
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