+52.4%
DUK vs IWD
+73.2%
-20.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | +1.9% | +1.6% | +0.4% | +1.2% |
| 30D | +10.5% | +3.6% | +6.9% | +8.8% |
| 3M | +7.3% | +2.0% | +5.3% | +6.3% |
| 6M | +5.7% | +13.1% | -7.4% | -0.2% |
| YTD | +12.9% | +26.2% | -13.3% | +1.1% |
| 1Y | +8.6% | +29.6% | -21.0% | -4.1% |
| 3Y | +63.5% | +84.3% | -20.8% | +17.3% |
| 5Y | +52.4% | +73.4% | -21.1% | +11.0% |
| All | +52.4% | +73.2% | -20.8% | +11.0% |
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