+15.0%
DUOL vs IBN
+71.3%
-56.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.3% |
| 7D | +5.1% | +1.4% | +3.7% | +4.2% |
| 30D | +14.1% | -0.3% | +14.5% | +14.1% |
| 3M | +41.5% | +17.1% | +24.4% | +29.2% |
| 6M | +60.6% | +3.4% | +57.2% | +56.6% |
| YTD | -12.0% | +2.5% | -14.5% | -14.1% |
| 1Y | -43.4% | -4.2% | -39.2% | -42.5% |
| 3Y | +3.7% | +32.4% | -28.7% | -15.5% |
| 5Y | -5.3% | +59.2% | -64.5% | -29.9% |
| All | +15.0% | +71.3% | -56.3% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling