-9.5%
DUOL vs IAG
+820.9%
-830.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -1.1% |
| 7D | -7.0% | -1.1% | -5.9% | -6.9% |
| 30D | +6.7% | +12.1% | -5.4% | +5.3% |
| 3M | +16.0% | +25.5% | -9.5% | +13.0% |
| 6M | +45.4% | -7.1% | +52.5% | +45.1% |
| YTD | -18.1% | +22.9% | -41.0% | -22.0% |
| 1Y | -53.6% | +83.3% | -136.9% | -58.3% |
| 3Y | -11.0% | +808.5% | -819.5% | -37.3% |
| All | -9.5% | +820.9% | -830.4% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling