+313.4%
IVV vs DUK
+157.3%
+156.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -0.9% | -0.6% | -0.3% | -0.7% |
| 30D | -2.3% | +9.4% | -11.8% | -5.6% |
| 3M | -1.2% | +5.4% | -6.6% | -3.2% |
| 6M | +3.3% | +4.9% | -1.6% | +1.0% |
| YTD | +12.3% | +12.7% | -0.4% | +6.5% |
| 1Y | +12.5% | +7.8% | +4.7% | +8.5% |
| 3Y | +79.2% | +63.3% | +15.8% | +41.7% |
| 5Y | +75.6% | +54.2% | +21.4% | +40.9% |
| 10Y | +313.4% | +156.8% | +156.6% | +184.6% |
| All | +313.4% | +157.3% | +156.1% | +184.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling