+126.0%
DUK vs IVZ
+65.9%
+60.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -0.7% | -2.4% | +1.7% | -0.3% |
| 30D | -2.4% | +3.0% | -5.5% | -3.0% |
| 3M | -3.0% | +14.9% | -17.9% | -5.5% |
| 6M | -6.6% | +36.7% | -43.3% | -11.8% |
| YTD | +4.6% | +25.7% | -21.1% | -0.3% |
| 1Y | +1.2% | +47.7% | -46.5% | -6.5% |
| 3Y | +45.7% | +138.8% | -93.2% | +19.6% |
| 5Y | +40.3% | +62.1% | -21.8% | +21.4% |
| All | +126.0% | +65.9% | +60.1% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling