+994.0%
DUK vs IAG
+378.9%
+615.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.8% |
| 7D | -0.1% | +1.7% | -1.8% | -0.2% |
| 30D | +0.2% | +11.4% | -11.2% | -0.4% |
| 3M | -1.9% | +33.0% | -34.9% | -3.5% |
| 6M | -6.5% | -6.0% | -0.5% | -6.7% |
| YTD | +5.4% | +24.6% | -19.1% | +3.4% |
| 1Y | +3.6% | +105.0% | -101.4% | -1.3% |
| 3Y | +48.1% | +837.9% | -789.8% | +28.7% |
| 5Y | +39.6% | +817.0% | -777.4% | +19.2% |
| 10Y | +131.8% | +425.3% | -293.5% | +96.5% |
| All | +994.0% | +378.9% | +615.1% | +770.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling