+123.2%
IAU vs DUOL
-8.7%
+131.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.3% | -6.0% | -1.7% |
| 7D | -3.4% | -8.6% | +5.2% | -3.4% |
| 30D | -1.1% | +7.2% | -8.3% | -1.0% |
| 3M | +5.8% | +19.1% | -13.2% | +6.0% |
| 6M | -16.9% | +52.5% | -69.5% | -16.7% |
| YTD | +0.1% | -17.3% | +17.4% | +0.5% |
| 1Y | +18.4% | -49.2% | +67.6% | +19.0% |
| All | +123.2% | -8.7% | +131.9% | +123.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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