+45.6%
DUK vs IVZ
+132.2%
-86.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | -1.7% | -2.4% | +0.7% | -1.7% |
| 30D | -2.2% | +2.5% | -4.7% | -2.3% |
| 3M | -3.7% | +17.1% | -20.8% | -3.8% |
| 6M | -6.3% | +35.1% | -41.5% | -6.7% |
| YTD | +4.5% | +24.3% | -19.8% | +4.2% |
| 1Y | +1.8% | +48.7% | -46.8% | +0.6% |
| All | +45.6% | +132.2% | -86.6% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling