+708.8%
DUK vs IWD
+745.7%
-36.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.6% |
| 7D | +1.9% | +1.6% | +0.4% | +0.9% |
| 30D | +10.5% | +3.6% | +6.9% | +8.2% |
| 3M | +7.3% | +2.0% | +5.3% | +5.9% |
| 6M | +5.7% | +13.1% | -7.4% | -2.1% |
| YTD | +12.9% | +26.2% | -13.3% | -2.5% |
| 1Y | +8.6% | +29.6% | -21.0% | -7.8% |
| 3Y | +63.5% | +84.3% | -20.8% | +10.5% |
| 5Y | +52.4% | +73.4% | -21.1% | +6.0% |
| 10Y | +157.4% | +202.5% | -45.0% | +24.4% |
| All | +708.8% | +745.7% | -36.8% | +71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling