+999.7%
DUK vs IRM
+9,897.4%
-8,897.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | +0.7% | +1.6% | -0.9% | +0.4% |
| 30D | -2.0% | -4.2% | +2.1% | -1.3% |
| 3M | +0.2% | -5.4% | +5.6% | +1.0% |
| 6M | -6.9% | +12.0% | -18.9% | -9.5% |
| YTD | +6.1% | +42.0% | -35.9% | -1.8% |
| 1Y | +4.4% | +29.9% | -25.4% | -2.0% |
| 3Y | +49.1% | +104.4% | -55.2% | +25.7% |
| 5Y | +39.6% | +191.0% | -151.5% | +8.5% |
| 10Y | +125.1% | +417.1% | -292.0% | +53.5% |
| All | +999.7% | +9,897.4% | -8,897.7% | +446.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling