-43.4%
DUOL vs IAG
+119.5%
-162.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -2.8% |
| 7D | +5.1% | -0.5% | +5.6% | +5.1% |
| 30D | +14.1% | +28.9% | -14.7% | +14.8% |
| 3M | +41.5% | +19.1% | +22.4% | +42.8% |
| 6M | +60.6% | -10.3% | +70.9% | +61.8% |
| YTD | -12.0% | +24.2% | -36.2% | -15.6% |
| 1Y | -43.4% | +116.5% | -159.8% | -56.2% |
| All | -43.4% | +119.5% | -162.9% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling