+40.9%
DUK vs IVZ
+61.1%
-20.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | -0.7% | -2.4% | +1.7% | -0.5% |
| 30D | -2.4% | +3.0% | -5.5% | -2.7% |
| 3M | -3.0% | +14.9% | -17.9% | -4.0% |
| 6M | -6.6% | +36.7% | -43.3% | -8.9% |
| YTD | +4.6% | +25.7% | -21.1% | +2.4% |
| 1Y | +1.2% | +47.7% | -46.5% | -2.6% |
| 3Y | +45.7% | +138.8% | -93.2% | +29.9% |
| All | +40.9% | +61.1% | -20.2% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling