+22.8%
IGV vs DUK
+39.2%
-16.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.6% |
| 7D | -5.4% | -1.7% | -3.7% | -5.4% |
| 30D | -2.6% | -2.2% | -0.4% | -2.7% |
| 3M | +10.5% | -3.7% | +14.2% | +10.4% |
| 6M | +18.2% | -6.3% | +24.5% | +18.2% |
| YTD | -4.2% | +4.5% | -8.7% | -4.8% |
| 1Y | -9.8% | +1.8% | -11.6% | -10.2% |
| 3Y | +39.1% | +46.8% | -7.7% | +27.2% |
| All | +22.8% | +39.2% | -16.4% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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