+126.0%
DUK vs IJH
+184.0%
-58.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | -0.3% |
| 7D | -0.7% | -1.9% | +1.2% | 0.0% |
| 30D | -2.4% | -4.6% | +2.2% | -0.7% |
| 3M | -3.0% | -1.2% | -1.8% | -2.7% |
| 6M | -6.6% | +9.4% | -16.0% | -10.1% |
| YTD | +4.6% | +13.3% | -8.8% | -1.0% |
| 1Y | +1.2% | +13.4% | -12.2% | -4.4% |
| 3Y | +45.7% | +50.4% | -4.8% | +19.0% |
| 5Y | +40.3% | +49.0% | -8.7% | +12.9% |
| All | +126.0% | +184.0% | -58.0% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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