+50.5%
DUK vs IP
+25.8%
+24.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.0% |
| 7D | 0.0% | -5.3% | +5.2% | +0.1% |
| 30D | -1.7% | -10.9% | +9.2% | -1.4% |
| 3M | -0.4% | +11.2% | -11.6% | -0.7% |
| 6M | -7.2% | -10.2% | +3.0% | -6.9% |
| YTD | +5.3% | -2.0% | +7.2% | +5.2% |
| 1Y | +3.0% | -19.1% | +22.0% | +3.6% |
| All | +50.5% | +25.8% | +24.7% | +38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling