+40.2%
DUK vs IRM
+186.9%
-146.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.5% |
| 7D | -1.7% | -1.8% | +0.1% | -1.3% |
| 30D | -2.2% | -7.8% | +5.5% | -0.8% |
| 3M | -3.7% | -7.9% | +4.2% | -2.4% |
| 6M | -6.3% | +6.3% | -12.7% | -8.2% |
| YTD | +4.5% | +38.2% | -33.6% | -3.5% |
| 1Y | +1.8% | +19.8% | -18.0% | -3.3% |
| 3Y | +46.8% | +98.8% | -51.9% | +16.6% |
| 5Y | +40.2% | +191.8% | -151.5% | -1.5% |
| All | +40.2% | +186.9% | -146.6% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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