+7.0%
DUOL vs IBN
+66.2%
-59.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -2.1% |
| 7D | -7.0% | -3.0% | -4.0% | -5.3% |
| 30D | +6.7% | -1.5% | +8.2% | +7.5% |
| 3M | +16.0% | +7.9% | +8.1% | +11.0% |
| 6M | +45.4% | +8.6% | +36.8% | +38.0% |
| YTD | -18.1% | -0.6% | -17.6% | -18.7% |
| 1Y | -53.6% | -7.3% | -46.2% | -51.9% |
| 3Y | -11.0% | +26.2% | -37.2% | -25.3% |
| 5Y | -17.1% | +57.8% | -75.0% | -38.0% |
| All | +7.0% | +66.2% | -59.1% | -21.0% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling