+360.1%
DUK vs IBKR
+1,349.8%
-989.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.1% | -0.2% |
| 7D | -0.7% | -1.3% | +0.7% | -0.5% |
| 30D | -2.4% | -0.2% | -2.2% | -2.5% |
| 3M | -3.0% | +3.0% | -5.9% | -3.7% |
| 6M | -6.6% | +33.9% | -40.4% | -10.4% |
| YTD | +4.6% | +42.5% | -38.0% | -0.8% |
| 1Y | +1.2% | +44.9% | -43.6% | -4.5% |
| 3Y | +45.7% | +293.0% | -247.3% | +16.6% |
| 5Y | +40.3% | +497.7% | -457.3% | +3.4% |
| 10Y | +129.9% | +1,004.4% | -874.5% | +47.6% |
| All | +360.1% | +1,349.8% | -989.7% | +136.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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