+707.3%
IYR vs DECK
+48,494.3%
-47,787.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.4% |
| 7D | +2.8% | +6.0% | -3.2% | +1.7% |
| 30D | +7.3% | +7.4% | -0.1% | +5.9% |
| 3M | -2.0% | -11.7% | +9.6% | 0.0% |
| 6M | +1.5% | -11.0% | +12.5% | +3.1% |
| YTD | +10.5% | -15.4% | +25.9% | +12.6% |
| 1Y | +10.5% | +7.2% | +3.3% | +7.7% |
| 3Y | +37.4% | -11.8% | +49.3% | +32.9% |
| 5Y | +5.9% | +24.3% | -18.5% | -6.3% |
| 10Y | +85.0% | +907.5% | -822.6% | +6.6% |
| All | +707.3% | +48,494.3% | -47,787.0% | +236.2% |
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 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