+3.0%
DUK vs IP
-18.9%
+21.8%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.0% |
| 7D | 0.0% | -5.3% | +5.2% | 0.0% |
| 30D | -1.7% | -10.9% | +9.2% | -1.6% |
| 3M | -0.4% | +11.2% | -11.6% | -0.4% |
| 6M | -7.2% | -10.2% | +3.0% | -6.8% |
| YTD | +5.3% | -2.0% | +7.2% | +5.4% |
| 1Y | +3.0% | -19.1% | +22.0% | +3.6% |
| All | +3.0% | -18.9% | +21.8% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling