+40.9%
DUK vs IEF
-9.5%
+50.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.2% |
| 7D | -0.7% | -1.3% | +0.7% | +0.2% |
| 30D | -2.4% | -1.7% | -0.7% | -1.3% |
| 3M | -3.0% | -2.5% | -0.5% | -1.4% |
| 6M | -6.6% | -3.3% | -3.3% | -4.5% |
| YTD | +4.6% | -2.8% | +7.4% | +6.5% |
| 1Y | +1.2% | -2.7% | +4.0% | +3.1% |
| 3Y | +45.7% | +8.9% | +36.8% | +38.4% |
| All | +40.9% | -9.5% | +50.4% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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