+440.2%
DUK vs IBB
+560.8%
-120.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | 0.0% | +1.4% | -1.4% | -0.4% |
| 30D | -1.7% | +10.5% | -12.2% | -4.4% |
| 3M | -0.4% | +23.6% | -24.1% | -6.2% |
| 6M | -7.2% | +22.6% | -29.9% | -12.6% |
| YTD | +5.3% | +25.7% | -20.4% | -1.7% |
| 1Y | +3.0% | +51.4% | -48.4% | -8.8% |
| 3Y | +53.1% | +64.4% | -11.3% | +31.1% |
| 5Y | +37.9% | +22.1% | +15.8% | +26.8% |
| 10Y | +124.8% | +132.5% | -7.6% | +66.1% |
| All | +440.2% | +560.8% | -120.6% | +99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling