+138.0%
IAU vs DUOL
+3.5%
+134.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.2% | +3.5% | -1.7% |
| 7D | +0.7% | -7.8% | +8.5% | +0.8% |
| 30D | +0.3% | +11.8% | -11.5% | +0.3% |
| 3M | +0.7% | +24.1% | -23.4% | +0.6% |
| 6M | -15.5% | +43.6% | -59.1% | -15.7% |
| YTD | +1.0% | -16.6% | +17.5% | +1.2% |
| 1Y | +19.6% | -46.0% | +65.6% | +20.3% |
| 3Y | +125.4% | -6.5% | +131.9% | +124.1% |
| 5Y | +140.7% | -7.4% | +148.2% | +137.0% |
| All | +138.0% | +3.5% | +134.4% | +134.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling