+126.0%
DUK vs IAG
+427.6%
-301.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -0.7% | -1.1% | +0.4% | -0.6% |
| 30D | -2.4% | +12.1% | -14.6% | -3.2% |
| 3M | -3.0% | +25.5% | -28.5% | -4.6% |
| 6M | -6.6% | -7.1% | +0.6% | -6.7% |
| YTD | +4.6% | +22.9% | -18.3% | +2.1% |
| 1Y | +1.2% | +83.3% | -82.1% | -4.1% |
| 3Y | +45.7% | +808.5% | -762.9% | +21.1% |
| 5Y | +40.3% | +838.0% | -797.7% | +13.3% |
| All | +126.0% | +427.6% | -301.6% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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