+83.6%
IYR vs DECK
+753.0%
-669.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.4% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +6.6% | +4.8% | +1.7% | +5.5% |
| 3M | -1.8% | -6.9% | +5.1% | -0.7% |
| 6M | +1.4% | -7.6% | +9.0% | +2.4% |
| YTD | +10.5% | -16.3% | +26.8% | +12.8% |
| 1Y | +10.6% | +4.5% | +6.2% | +8.1% |
| 3Y | +41.8% | -17.1% | +58.9% | +36.9% |
| 5Y | +6.0% | +21.9% | -15.9% | -9.1% |
| All | +83.6% | +753.0% | -669.4% | +15.9% |
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