+753.8%
IWM vs DUK
+735.4%
+18.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.8% |
| 7D | +1.4% | +1.9% | -0.5% | +0.7% |
| 30D | +2.3% | +8.9% | -6.6% | -1.0% |
| 3M | -8.3% | +5.6% | -13.9% | -10.3% |
| 6M | -1.3% | +7.0% | -8.3% | -4.2% |
| YTD | +13.5% | +14.0% | -0.5% | +7.4% |
| 1Y | +18.4% | +9.1% | +9.3% | +13.7% |
| 3Y | +69.6% | +67.6% | +2.0% | +36.5% |
| 5Y | +23.3% | +56.6% | -33.3% | +0.9% |
| 10Y | +147.0% | +159.8% | -12.8% | +64.2% |
| All | +753.8% | +735.4% | +18.4% | +284.0% |
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 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