+52.8%
DUK vs IP
-12.0%
+64.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.8% |
| 7D | +0.3% | -5.1% | +5.4% | +0.7% |
| 30D | +10.6% | +8.5% | +2.1% | +9.8% |
| 3M | +4.0% | -13.8% | +17.9% | +5.3% |
| 6M | +3.6% | +5.7% | -2.2% | +2.7% |
| YTD | +11.9% | -9.1% | +21.0% | +12.1% |
| 1Y | +6.7% | -0.8% | +7.5% | +5.7% |
| 3Y | +59.4% | +14.8% | +44.6% | +44.8% |
| All | +52.8% | -12.0% | +64.8% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling