+756.0%
DUK vs IEF
+128.5%
+627.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -0.1% | -0.3% | +0.2% | -0.1% |
| 30D | +0.2% | -0.6% | +0.8% | +0.2% |
| 3M | -1.9% | -1.0% | -0.9% | -2.0% |
| 6M | -6.5% | -3.1% | -3.4% | -6.9% |
| YTD | +5.4% | -1.9% | +7.3% | +5.2% |
| 1Y | +3.6% | -1.4% | +4.9% | +3.4% |
| 3Y | +48.1% | +9.8% | +38.3% | +50.3% |
| 5Y | +39.6% | -8.8% | +48.4% | +32.5% |
| 10Y | +131.8% | +4.7% | +127.2% | +128.6% |
| All | +756.0% | +128.5% | +627.5% | +1,309.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling