+39.6%
DUK vs IBB
+20.0%
+19.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -0.1% | -3.9% | +3.8% | +0.5% |
| 30D | +0.2% | +2.7% | -2.5% | -0.2% |
| 3M | -1.9% | +21.4% | -23.2% | -4.8% |
| 6M | -6.5% | +20.1% | -26.6% | -9.3% |
| YTD | +5.4% | +21.9% | -16.4% | +2.0% |
| 1Y | +3.6% | +44.1% | -40.6% | -2.9% |
| 3Y | +48.1% | +63.4% | -15.2% | +34.2% |
| 5Y | +39.6% | +19.8% | +19.8% | +20.7% |
| All | +39.6% | +20.0% | +19.6% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling