+2,707.2%
DUK vs IP
+331.0%
+2,376.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.9% |
| 7D | +0.3% | -5.1% | +5.4% | +1.2% |
| 30D | +10.6% | +8.5% | +2.1% | +9.0% |
| 3M | +4.0% | -13.8% | +17.9% | +6.4% |
| 6M | +3.6% | +5.7% | -2.2% | +1.8% |
| YTD | +11.9% | -9.1% | +21.0% | +11.9% |
| 1Y | +6.7% | -0.8% | +7.5% | +4.9% |
| 3Y | +59.4% | +14.8% | +44.6% | +48.5% |
| 5Y | +52.4% | -11.5% | +63.9% | +47.4% |
| 10Y | +148.2% | +27.9% | +120.2% | +117.6% |
| All | +2,707.2% | +331.0% | +2,376.2% | +1,645.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling