+6.7%
IYR vs DECK
+24.2%
-17.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | 0.0% |
| 7D | -1.2% | -0.8% | -0.4% | -1.1% |
| 30D | +6.1% | +4.9% | +1.2% | +5.3% |
| 3M | +0.9% | -5.8% | +6.8% | +1.7% |
| 6M | +1.2% | -8.6% | +9.7% | +2.1% |
| YTD | +11.1% | -14.7% | +25.9% | +12.8% |
| 1Y | +9.0% | +6.9% | +2.1% | +6.6% |
| 3Y | +41.4% | -16.2% | +57.6% | +34.9% |
| 5Y | +6.7% | +25.3% | -18.6% | -9.2% |
| All | +6.7% | +24.2% | -17.5% | -9.2% |
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