+39.6%
DUK vs IWD
+72.9%
-33.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -0.1% | -1.2% | +1.1% | +0.4% |
| 30D | +0.2% | -1.6% | +1.9% | +1.0% |
| 3M | -1.9% | +7.0% | -8.9% | -4.9% |
| 6M | -6.5% | +17.0% | -23.5% | -13.1% |
| YTD | +5.4% | +21.6% | -16.2% | -3.9% |
| 1Y | +3.6% | +28.0% | -24.4% | -8.1% |
| 3Y | +48.1% | +70.6% | -22.4% | +11.0% |
| 5Y | +39.6% | +73.3% | -33.8% | +1.7% |
| All | +39.6% | +72.9% | -33.4% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling