+648.8%
DUK vs IJR
+1,119.4%
-470.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | -1.7% | -2.3% | +0.6% | -0.8% |
| 30D | -2.2% | -4.7% | +2.4% | -0.5% |
| 3M | -3.7% | +2.1% | -5.8% | -4.6% |
| 6M | -6.3% | +13.9% | -20.2% | -11.1% |
| YTD | +4.5% | +18.2% | -13.7% | -2.4% |
| 1Y | +1.8% | +21.8% | -20.0% | -6.2% |
| 3Y | +46.8% | +52.2% | -5.4% | +21.1% |
| 5Y | +40.2% | +40.1% | +0.1% | +17.6% |
| 10Y | +129.8% | +169.7% | -39.9% | +39.5% |
| All | +648.8% | +1,119.4% | -470.6% | +121.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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