+2,541.1%
DUK vs IP
+364.8%
+2,176.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.3% |
| 7D | 0.0% | -5.3% | +5.2% | +0.9% |
| 30D | -1.7% | -10.9% | +9.2% | +0.2% |
| 3M | -0.4% | +11.2% | -11.6% | -2.7% |
| 6M | -7.2% | -10.2% | +3.0% | -6.5% |
| YTD | +5.3% | -2.0% | +7.2% | +4.1% |
| 1Y | +3.0% | -19.1% | +22.0% | +4.9% |
| 3Y | +53.1% | +20.9% | +32.2% | +41.5% |
| 5Y | +37.9% | -17.8% | +55.7% | +35.5% |
| 10Y | +124.8% | +23.5% | +101.3% | +98.4% |
| All | +2,541.1% | +364.8% | +2,176.3% | +1,524.2% |
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 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