+126.0%
DUK vs IFF
-20.3%
+146.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.1% |
| 7D | -0.7% | -3.2% | +2.5% | 0.0% |
| 30D | -2.4% | -0.3% | -2.2% | -2.4% |
| 3M | -3.0% | +8.4% | -11.4% | -4.8% |
| 6M | -6.6% | +23.0% | -29.6% | -11.3% |
| YTD | +4.6% | +25.5% | -20.9% | -1.5% |
| 1Y | +1.2% | +29.1% | -27.8% | -5.4% |
| 3Y | +45.7% | +31.7% | +14.0% | +32.8% |
| 5Y | +40.3% | -35.2% | +75.5% | +49.1% |
| All | +126.0% | -20.3% | +146.3% | +104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 10y: compounded portfolio wealth divided by compounded IFF 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…
10y analysis · Full analysis span regression · 6 months rolling