+953.6%
IGV vs DUK
+423.8%
+529.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.7% | -2.1% |
| 7D | -3.3% | +0.7% | -4.0% | -3.5% |
| 30D | 0.0% | -2.0% | +2.0% | +0.6% |
| 3M | +7.3% | +0.2% | +7.1% | +6.9% |
| 6M | +16.7% | -6.9% | +23.6% | +18.8% |
| YTD | -2.8% | +6.1% | -9.0% | -5.8% |
| 1Y | -6.7% | +4.4% | -11.1% | -9.2% |
| 3Y | +41.1% | +49.1% | -8.0% | +18.1% |
| 5Y | +22.0% | +39.6% | -17.6% | +3.4% |
| 10Y | +357.9% | +125.1% | +232.8% | +212.0% |
| All | +953.6% | +423.8% | +529.8% | +352.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling