+231.2%
DUK vs IEFA
+209.0%
+22.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | -1.7% | -2.4% | +0.7% | -0.7% |
| 30D | -2.2% | -2.1% | -0.1% | -1.4% |
| 3M | -3.7% | +5.5% | -9.2% | -6.0% |
| 6M | -6.3% | +8.1% | -14.5% | -9.8% |
| YTD | +4.5% | +11.9% | -7.4% | -1.1% |
| 1Y | +1.8% | +18.1% | -16.3% | -6.0% |
| 3Y | +46.8% | +65.5% | -18.6% | +14.7% |
| 5Y | +40.2% | +50.1% | -9.8% | +13.5% |
| 10Y | +129.8% | +144.2% | -14.4% | +39.9% |
| All | +231.2% | +209.0% | +22.2% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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