+38.2%
IWM vs DUK
+38.3%
-0.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -2.5% | -1.7% | -0.9% | -2.2% |
| 30D | -4.4% | -2.2% | -2.2% | -4.0% |
| 3M | +2.2% | -3.7% | +5.9% | +2.9% |
| 6M | +14.0% | -6.3% | +20.4% | +15.3% |
| YTD | +17.4% | +4.5% | +12.9% | +15.5% |
| 1Y | +22.9% | +1.8% | +21.1% | +21.6% |
| 3Y | +62.1% | +46.8% | +15.2% | +39.1% |
| 5Y | +38.2% | +40.2% | -2.1% | +20.6% |
| All | +38.2% | +38.3% | -0.1% | +20.6% |
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 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