+159.2%
DUK vs IBB
+127.7%
+31.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | +0.3% |
| 7D | -1.1% | +1.6% | -2.8% | -1.5% |
| 30D | +8.8% | +6.7% | +2.1% | +7.1% |
| 3M | +5.0% | +6.3% | -1.3% | +3.3% |
| 6M | +4.6% | +23.9% | -19.3% | -0.9% |
| YTD | +12.6% | +26.6% | -14.0% | +5.8% |
| 1Y | +7.4% | +29.6% | -22.2% | +0.3% |
| 3Y | +63.1% | +86.1% | -23.0% | +37.1% |
| 5Y | +54.6% | +40.3% | +14.2% | +39.0% |
| All | +159.2% | +127.7% | +31.5% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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