+85.4%
IBB vs DUOL
-20.2%
+105.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.0% | -5.4% | -0.7% |
| 7D | -0.5% | +3.0% | -3.6% | -0.7% |
| 30D | +4.6% | +18.3% | -13.8% | +3.3% |
| 3M | +6.8% | +14.7% | -7.9% | +5.6% |
| 6M | +23.1% | +57.5% | -34.4% | +19.3% |
| YTD | +26.0% | -5.8% | +31.8% | +25.8% |
| 1Y | +30.4% | -11.4% | +41.8% | +30.6% |
| 3Y | +85.4% | -22.5% | +107.9% | +84.8% |
| All | +85.4% | -20.2% | +105.6% | +84.8% |
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