+480.4%
DUK vs IBB
+562.7%
-82.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.6% |
| 7D | +1.1% | -0.5% | +1.6% | +1.2% |
| 30D | +8.0% | +4.6% | +3.4% | +6.5% |
| 3M | +4.7% | +6.8% | -2.2% | +2.4% |
| 6M | +6.1% | +23.1% | -17.0% | -0.3% |
| YTD | +13.1% | +26.0% | -12.9% | +5.3% |
| 1Y | +8.2% | +30.4% | -22.2% | -0.3% |
| 3Y | +66.2% | +85.4% | -19.3% | +37.2% |
| 5Y | +55.3% | +39.7% | +15.5% | +37.2% |
| 10Y | +157.6% | +127.1% | +30.5% | +91.7% |
| All | +480.4% | +562.7% | -82.3% | +113.2% |
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