+39.1%
IWM vs DECK
+25.5%
+13.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.1% |
| 7D | +0.1% | -2.2% | +2.3% | +0.6% |
| 30D | -1.3% | -13.6% | +12.3% | +2.3% |
| 3M | +1.6% | -21.2% | +22.9% | +7.4% |
| 6M | +13.6% | -21.1% | +34.6% | +19.5% |
| YTD | +20.8% | -17.2% | +38.0% | +24.6% |
| 1Y | +26.4% | -30.7% | +57.2% | +35.8% |
| 3Y | +60.7% | -3.4% | +64.0% | +44.6% |
| All | +39.1% | +25.5% | +13.6% | +5.4% |
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