+809.9%
DUK vs IBN
+1,463.9%
-654.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.5% |
| 7D | -0.1% | -5.1% | +5.0% | +0.5% |
| 30D | +0.2% | -3.5% | +3.8% | +0.6% |
| 3M | -1.9% | +11.3% | -13.2% | -3.1% |
| 6M | -6.5% | +4.4% | -11.0% | -7.1% |
| YTD | +5.4% | -1.8% | +7.2% | +5.4% |
| 1Y | +3.6% | -8.0% | +11.5% | +4.2% |
| 3Y | +48.1% | +27.1% | +21.1% | +43.1% |
| 5Y | +39.6% | +54.5% | -14.9% | +31.0% |
| 10Y | +131.8% | +314.2% | -182.4% | +89.5% |
| All | +809.9% | +1,463.9% | -654.0% | +451.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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