+8.1%
DUOL vs IFF
-35.7%
+43.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.3% |
| 7D | -8.6% | -2.8% | -5.8% | -7.9% |
| 30D | +7.2% | -1.1% | +8.3% | +7.5% |
| 3M | +19.1% | +13.8% | +5.2% | +14.9% |
| 6M | +52.5% | +16.7% | +35.8% | +43.7% |
| YTD | -17.3% | +26.1% | -43.4% | -24.7% |
| 1Y | -49.2% | +33.5% | -82.7% | -54.7% |
| 3Y | -7.3% | +31.6% | -38.8% | -19.0% |
| 5Y | -16.3% | -34.9% | +18.6% | -4.6% |
| All | +8.1% | -35.7% | +43.8% | +22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling