+717.1%
DUK vs IWD
+747.8%
-30.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +1.9% | +2.3% | -0.3% | +0.5% |
| 30D | +8.9% | +3.6% | +5.3% | +6.5% |
| 3M | +5.6% | +2.2% | +3.4% | +4.1% |
| 6M | +7.0% | +13.0% | -6.0% | -0.9% |
| YTD | +14.0% | +26.5% | -12.5% | -1.6% |
| 1Y | +9.1% | +30.1% | -21.0% | -7.6% |
| 3Y | +67.6% | +84.9% | -17.3% | +13.0% |
| 5Y | +56.6% | +73.4% | -16.8% | +9.0% |
| 10Y | +159.8% | +204.0% | -44.2% | +25.1% |
| All | +717.1% | +747.8% | -30.7% | +73.3% |
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