+23.1%
IBB vs DUOL
+2.7%
+20.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.3% | -5.6% | -1.8% |
| 7D | -5.2% | -8.6% | +3.4% | -4.4% |
| 30D | +1.5% | +7.2% | -5.7% | +0.6% |
| 3M | +22.1% | +19.1% | +3.1% | +19.3% |
| 6M | +17.7% | +52.5% | -34.8% | +11.5% |
| YTD | +20.2% | -17.3% | +37.5% | +21.2% |
| 1Y | +44.4% | -49.2% | +93.7% | +52.7% |
| 3Y | +61.1% | -7.3% | +68.3% | +49.0% |
| 5Y | +18.5% | -16.3% | +34.8% | +2.0% |
| All | +23.1% | +2.7% | +20.4% | +2.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling