+148.5%
DUK vs IP
+31.6%
+116.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | -0.3% |
| 7D | -0.2% | -3.0% | +2.8% | +0.3% |
| 30D | +9.8% | +10.6% | -0.8% | +7.7% |
| 3M | +3.5% | -13.6% | +17.1% | +6.1% |
| 6M | +5.0% | +10.4% | -5.4% | +2.0% |
| YTD | +12.2% | -6.5% | +18.6% | +11.6% |
| 1Y | +7.2% | -2.1% | +9.4% | +5.5% |
| 3Y | +63.0% | +22.0% | +41.0% | +43.2% |
| 5Y | +52.3% | -9.7% | +62.0% | +43.5% |
| 10Y | +148.5% | +26.8% | +121.7% | +95.2% |
| All | +148.5% | +31.6% | +116.9% | +95.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling