+644.2%
DUK vs IYR
+699.9%
-55.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +0.7% | -0.4% | +1.1% | +0.9% |
| 30D | -2.0% | -2.5% | +0.5% | -1.1% |
| 3M | +0.2% | +1.5% | -1.2% | -0.3% |
| 6M | -6.9% | +3.9% | -10.8% | -8.2% |
| YTD | +6.1% | +9.5% | -3.4% | +2.5% |
| 1Y | +4.4% | +7.5% | -3.0% | +1.5% |
| 3Y | +49.1% | +30.8% | +18.3% | +33.9% |
| 5Y | +39.6% | +4.8% | +34.8% | +35.3% |
| 10Y | +125.1% | +64.3% | +60.8% | +86.4% |
| All | +644.2% | +699.9% | -55.7% | +171.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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