+808.3%
IWM vs DECK
+44,031.0%
-43,222.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | 0.0% |
| 7D | +0.1% | -2.2% | +2.3% | +0.5% |
| 30D | -1.3% | -13.6% | +12.3% | +1.6% |
| 3M | +1.6% | -21.2% | +22.9% | +6.3% |
| 6M | +13.6% | -21.1% | +34.6% | +18.4% |
| YTD | +20.8% | -17.2% | +38.0% | +24.0% |
| 1Y | +26.4% | -30.7% | +57.2% | +33.7% |
| 3Y | +60.7% | -3.4% | +64.0% | +53.2% |
| 5Y | +38.2% | +25.5% | +12.6% | +22.5% |
| 10Y | +169.5% | +714.7% | -545.2% | +63.2% |
| All | +808.3% | +44,031.0% | -43,222.7% | +271.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling