+126.0%
DUK vs IWD
+203.8%
-77.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.5% |
| 7D | -0.7% | -0.8% | +0.1% | -0.2% |
| 30D | -2.4% | -0.8% | -1.6% | -2.0% |
| 3M | -3.0% | +6.9% | -9.9% | -7.0% |
| 6M | -6.6% | +18.3% | -24.8% | -16.0% |
| YTD | +4.6% | +22.4% | -17.8% | -8.2% |
| 1Y | +1.2% | +27.4% | -26.2% | -13.5% |
| 3Y | +45.7% | +71.2% | -25.5% | +1.1% |
| 5Y | +40.3% | +75.7% | -35.4% | -5.5% |
| All | +126.0% | +203.8% | -77.7% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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