+2,523.6%
DUK vs IFF
+825.7%
+1,697.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.2% |
| 7D | -0.7% | -3.2% | +2.5% | +0.1% |
| 30D | -2.4% | -0.3% | -2.2% | -2.4% |
| 3M | -3.0% | +8.4% | -11.4% | -5.2% |
| 6M | -6.6% | +23.0% | -29.6% | -12.1% |
| YTD | +4.6% | +25.5% | -20.9% | -2.4% |
| 1Y | +1.2% | +29.1% | -27.8% | -6.4% |
| 3Y | +45.7% | +31.7% | +14.0% | +31.5% |
| 5Y | +40.3% | -35.2% | +75.5% | +47.1% |
| 10Y | +129.9% | -20.7% | +150.6% | +119.0% |
| All | +2,523.6% | +825.7% | +1,697.8% | +1,092.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling