+9.0%
DUOL vs IBN
+67.0%
-57.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.5% | -2.7% | -3.8% |
| 7D | -7.8% | -2.2% | -5.6% | -6.6% |
| 30D | +11.8% | -2.3% | +14.1% | +13.2% |
| 3M | +24.1% | +15.9% | +8.2% | +14.1% |
| 6M | +43.6% | +5.6% | +38.0% | +38.5% |
| YTD | -16.6% | -0.1% | -16.5% | -17.4% |
| 1Y | -46.0% | -6.5% | -39.5% | -44.4% |
| 3Y | -6.5% | +29.3% | -35.8% | -22.7% |
| 5Y | -7.4% | +56.6% | -64.0% | -30.7% |
| All | +9.0% | +67.0% | -57.9% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded IBN 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling