-11.0%
DUOL vs IFF
+29.0%
-40.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -7.0% | -3.2% | -3.8% | -6.4% |
| 30D | +6.7% | -0.3% | +7.0% | +6.8% |
| 3M | +16.0% | +8.4% | +7.6% | +14.3% |
| 6M | +45.4% | +23.0% | +22.4% | +37.3% |
| YTD | -18.1% | +25.5% | -43.6% | -24.1% |
| 1Y | -53.6% | +29.1% | -82.6% | -57.4% |
| 3Y | -11.0% | +31.7% | -42.6% | -21.7% |
| All | -11.0% | +29.0% | -40.0% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 3y: compounded portfolio wealth divided by compounded IFF 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…
3y analysis · Full analysis span regression · 6 months rolling