+82.3%
IVV vs DUK
+38.9%
+43.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -0.4% | -0.1% | -0.2% | -0.3% |
| 30D | -1.4% | +0.2% | -1.6% | -1.4% |
| 3M | +3.7% | -1.9% | +5.6% | +3.9% |
| 6M | +13.0% | -6.5% | +19.6% | +14.3% |
| YTD | +12.4% | +5.4% | +7.0% | +10.6% |
| 1Y | +18.6% | +3.6% | +15.1% | +17.0% |
| 3Y | +78.1% | +48.1% | +30.0% | +54.4% |
| 5Y | +82.3% | +39.6% | +42.7% | +62.0% |
| All | +82.3% | +38.9% | +43.3% | +62.0% |
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